I'd say Barclays CTA index is the most common, but keep in mind that the bulk of CTA's are long term trend followers, so the index is highly correlated to that strategy. If you want to look at something more comparable, there are short-term traders or active trading indices...or systematic trading indices. The New Edge STTI is popular, but if you are looking to get data for free, sign up for HFR...There are several HFRX indices that are sector/strategy focused. I think that for the S&P, GSCI, etc., it's good to put together a correlation matrix to show how your program relates...probably more important than a performance comparison.