Both seem to be about the same to me.
I have had alot of success with cup (7 out of 13) but my friend has had more success with CL (10 out of 16)
I am quite screwed up in CL winning only 3 and my friend won only 5 cups.
I learnt most of what i know from him so i believe our strategies and playing style are similar
I recently started looking at the stats of the players i buy after reading the forums.
Was thinking some players are inbuild to perform in certain tournaments as some on forum mentioned.
After 1 season, cant see any correlation though, seems random to me.
Maybe game engine decides which is more difficult for you?