Ok, so many sites are hosted on other peoples hardware.
There is a process you can use to find out. You need to get the ipaddress of the site and see who the reverse dns goes back to then look them up and see what they are actually offering as services. If they are hosting servers and such good bet the site you are visiting is one of them. There are different types of hosting services. There isn't time to describe all of them here.
For those of you who don't know what "whois" is it is a function for retrieving info on say who ones an IP address or what server the reverse DNS info ties back to. There is more but that is the part you need to know for now.
If you are on windows. open a command prompt and type in ping and the website name to get the ip address or do a tracert to see the packet path and what servers it is currently passing through to connect to that server.
example: ping www.google.com
If you are on linux there are a number of tools and most likely I really don't need to explain it to you.
You can go to sites like http://www.dnsstuff.com/ to find out who the ip address belongs to just use the ipaddress returned from the ping.
The point is servers collect a lot of info. Sure using a proxy is good. But only to a point.
So let me ask did you provide an email address to that site. If so when you created the email account did you use the proxy site then? If not well then they have were it was created at. Ever log into the email with out a proxy server? again very possible they have that info as well.
A lot of enterprise servers keep logs of connections to the site. It is up to the admin how long they keep them or if they log it at all.
If a site is being hosted by another company it is not always known by the site admin what the server admin is actually keeping for logs. So something like IPaddress and stuff can always be stored.
A related issue ever wonder where someone was when they sent an email to you? You can pull the ipaddress out of a message header of the email in most cases to see where it was sent from. Unless of course they used a proxy site to surf the web with.
Plug that ipaddress into this site here and it will return with in reason country and city of the ipaddress.
http://www.geobytes.com/IpLocator.htm?Getlocation
To find the right ipaddress you want to get what ever you are reading your email with to show the original message. It will appear all text based and images will appear as large blocks of characters. the part you are interested in is at the top. You will see lines starting with "Received:" You want to find the last one just before the line starting with "From:" in it usually you are going to find a box [xxx.xxx.xxx.xxx] that looks about like that with the "x" replaced with numbers that is the ipaddress you want. in most cases.
Just imagine that there are website that collect large number of peoples addresses and when the people log in they also have the ipaddress that means most people are able to be located even on a network down to a fairly short distance what your wifi will reach. If you are on a mobile network you already know you are track-able or you should.