I use Citgo fuel almost exclusively, and my fuel economy has steadily increased since I bought the truck new. There is probably a point about
a. switch to winter #1 diesel
b. a possibility of water in your filter
Try the Diesel Kleen and change your filters out, it's a good idea to do so at the start of the winter season, anyway just in case you have some gunk in there that could freeze up and leave you stranded.