Well, in the traditional desktop space performance was not that critical as it is with cloud deployments. Also hardware intrinsics are a new toy they have available.
Seems to me it was fast enough on the desktop and uniformly responsive to events. If you wanted a Windows CRUD desktop application, really nothing better.
I suspect that the CLI and the JVM are about as fast, about 2 to 10 times slower than C++. But that .nets libraries are more performant.
.NET started to barely surpass JVM with .NET Core 2, of course this is just a general tendency, actual performance depends greatly on the problem domain, how cleverly program, what counts as "java" and "c#" and so on.
To the point. Doing it right has a much higher influence than the platform. The later might be a barrier but at that stage, that often does not matter anymore. Even PHP utilized the right way (looking at swoole) can performance wise beat other stacks.
Disclaimer: I do not generally encourage the usage of PHP :)
I suspect that the CLI and the JVM are about as fast, about 2 to 10 times slower than C++. But that .nets libraries are more performant.