Nicholas,
Here some tips to see if you can find the root cause:
Confirm that the datasources are OK and that the real and historical are both connected to the AW database (and not the HDS database).
Confirm that data is in the HDS for the relevant dates (CUIC SQL uses VIEWS on the AW database which link to both the AW config tables and HDS database tables).
Copy and paste the SQL out from CUIC (one of the buttons in the report shows you the SQL)
and paste this directly into your AW database and see what the data response is.
Gerry