Moose is quite fast at runtime, but quite slow at startup time.
So it's great for mod_perl and other persistent environments but not at all great for CGI and other launch-perl-for-short-invocations environments.
We are actually continually trying to improve that startup time, so it is a problem that is actively being worked on. If you were to look over the changelog you would see that over the course of last year we had several significant speed boosts in this particular area (Devel::NYTProf++ and $_++ foreach BestPractical->employees for providing lots of good profile reports).
In the meantime, I would suggest Mouse for your launch-perl-for-short-invocations problems.
For CGI, I personally think it is antiquated and as I have said before, there are much more interesting problems to solve then optimizing code for use under vanilla CGI. IMO if your problem is small enough that CGI is the only option you have then you probably wont benefit much from Moose anyway and should really probably take a look at PHP (yuk, did I just say that,.. /me goes to wash his mouth out with soap).