Having a Long-Term Relationship with the Old Ones
The Call of Cthulhu RPG has a reputation for extreme mortality. If you don't die you're pretty much doomed to go insane.
The rules certainly allow for this to happen. Even without adding the supernatural your character is rather fragile. He or she has about 12 hit points. Almost any firearm can kill an investigator with a single hit (sometimes requiring a critical). As of the 6th edition you can only dodge once per round so if your foes gang up on you you're pretty much doomed. Add to it supernatural beings and you become aware of just how fragile your character is. And then you've got the danger of going insane. It doesn't take much to drive an investigator at least temporarily insane.
Reading on various gaming forums you 'd get the idea that your typical character can last but a single adventure or two. I mentioned previously that this uncaring fragile heroism nevertheless gives the game a certain heroism. However, I also have found that the genre is absolutely compatible with long-term play.
First, let us take a look at the mechanics and a history of published adventures from the game. Clearly a character is fragile and one who frequently gets into fights without maximizing the odds is doomed. Indeed, even with extreme caution bad luck can spell doom for an investigator. I find this vulnerability is very much in keeping with the genre. However, a lot of caution goes a long way. Do your research. Do more research. Get all the facts you can. Don't fight fair. Better yet, don't get into a fight.
Looking at published adventures one can see the advantages of a long-term campaign. Chaosium's Masks of Nyarlathotep and Horror on the Orient Express are two famous examples of long-term campaigns. I've only recently received the draft of Horror on the Orient Express so I'll look more at Masks. Without spoiling it for those unfamiliar with the adventure, it is a global campaign against Nyarlathotep, with the investigators facing various incarnations of Nyarlathotep's cult across the globe. There are supernatural foes aplenty, but many of them fall short of horrors that can kill an investigator in a single round. And when one meets such a horror the best advice is not to fight it.
This isn't to suggest that such campaigns - or even individual adventures - should be easy. The genre really demands a true sense of danger. Does the genre support the possibility of long-term survival? The answer is, "it depends".
Many of Lovecraft's tales deal with a doomed protagonist who is presumed to end his life after telling his horrid tale or to plunge into insanity or some similar fate. This is largely what Pelgrane Press has referred to as Purist play.
However, Lovecraft also has protagonists who triumph against, or at least survive, their encounters with the Mythos. Henry Armitage survives The Dunwich Horror and Randolph Carter appears in several tales. I think this quote from Lovecraft serves as a good reminder that his universe is not a hostile one but rather an uncaring one:
Contrary to what you may assume, I am not a pessimist but an indifferentist— that is, I don’t make the mistake of thinking that the… cosmos… gives a damn one way or the the other about the especial wants and ultimate welfare of mosquitoes, rats, lice, dogs, men, horses, pterodactyls, trees, fungi, dodos, or other forms of biological energy.