According to the USCGA Parent page it appears that the cadets are required to return by the 2nd of January. I suppose there may be an earlier date for anyone who has a military obligation or may be on restriction(s).
Winter Holiday Leave normally expires at 2200 on the Sunday following New Year's Day, except if New Year's Day should fall on a Saturday or Sunday then cadet leave shall expire at 2200 on the Tuesday following New Year's Day.