In the interview with Herb Sutter at DevX, Sutter claims "In the .NET world, C++ is still the best-performing language for most development work.". When I read this I took it as PR but last night I noticed a similar opinion in in Richard Grimes' book Developing Applications with Visual Studio.NET: "...the C++ compiler performs some optimization on the IL it produces, so the code generated from the managed C++ compiler will perform better than code generated from C# or VB.NET.".
I've not not seen any mention of this elsewhere. Maybe its just a rumour put about by the VC++ team :-)
[BTW Grimes' book is a good introduction to NET development and using VS.NET. He covers a lot of material but in a very readable way.]