No, I don't think you're doing anything wrong: I think it's not picking up new info at times. Roger also reported the same problem, but when he sent me his files I could confirm it had happended, but couldn't reproduce it.
If you're not too far into the war (and thus haven't started to drop old info from the com_txt files) you can try the following. Close the utility and rename the JTA.dat or ATA.dat file (which one you have depends on your side) in the XXX sub-folder of War in the Pacific/SAVE to something else. Then restart the utility and look at the tracking again. I bet the tracking reports will appear for the CA. You can do this as, if the tracking info file isn't found, it's recreated using the info in the com_txt files. I think I set the default for this to 2000days, so you should still have the info. Of course, once people start to complain about the size of the com_txt files and possible slow response, I'll point you to the setting for this (it's in the WitPUtility.exe.config for the curious).
However, on further reflection I think multiple day turns will probably cause a problem with missing tracking info. I didn't have problems with single day turns in my game, but that's on hold at the moment due to lack of time. I need to find time to look at this is in more detail.
Thanks for the feedback, sorry about the problem. Useful info for me from anyone seeing this problem would be:
Number of days in turn
Using auto or manual addition of new intel/ops data
PBEM or vs AI
Japanese or Allied
Contents, if any, of the TraceLog.txt file in the utility folder