CYA is typically destroyed over the winter by bacterial bio-degradation. If you maintain a slime and algae free pool over the winter, this will not happen. If you do get slime, you will probably lose your CYA.

Otherwise, the only way you lose CYA is through water leakage or splashout. Evaporation does NOT cause you to lose CYA.

Keastman, you should NOT be losing your CYA *if* you maintain chlorine 100% of the time, with no slime. However, even a week of low/no chlorine can be enough to cost you your CYA.

Once your CYA is gone, you need to find out whether you have a little problem (no CYA => need to add some) or a big problem (no CYA *and* high ammonia => need to add HUMONGOUS amounts of chlorine to clean up!).

If your pool is clear, the easiest test is simply to add 2x a normal dose of granular chlorine or of bleach (whatever is normal for your pool) and see if you get the expected FREE chlorine rise. If you do not get the expected rise, OR if you have a slimy pool, you can use the chlorine demand test:
http://www.poolforum.com/pf2/showthread.php?16973
to find out just how bad the problem is.

If you do have a problem, be SURE to use borax to raise your pH above 7.6, BEFORE you start adding lots of chlorine. Continue to use borax to keep the pH above 7.6, until the problem is resolved.

The issue that you need