We examine the cluster-size dependence of the cellular dynamical mean-field theory (CDMFT) applied to the two-dimensional Hubbard model. Employing the continuous-time quantum Monte Carlo method as the solver for the effective cluster model, we obtain CDMFT solutions for 4-, 8-, 12-, and 16-site clusters at a low temperature. Comparing various periodization schemes, which are used to construct the infinite-lattice quantities from the cluster results, we find that the cumulant periodization yields the fastest convergence for the hole-doped Mott insulator where the most severe size dependence is expected. We also find that the convergence is much faster around (0,0) and (pi/2,pi/2) than around (pi,0) and (pi,pi). The cumulant-periodized self-energy seems to be close to its thermodynamic limit already for a 16-site cluster in the range of parameters studied. The 4-site results remarkably agree well with the 16-site results, indicating that the previous studies based on the 4-site cluster capture the essence of the physics of doped Mott insulators. ; Comment: 10 pages, 9 figures; accepted in Physical Review B