Try this variation of your benchmark:

#! perl

use strict;
use warnings;
use Benchmark 'cmpthese';
use List::MoreUtils 'zip'; # Hands up if you can predict the result? :
+)

sub zip1 {
  my @list1 = @{shift()};
  my @list2 = @{shift()};
  my @zip;
  while (@list1+@list2) {
    push(@zip, shift(@list1), shift(@list2));
  }
  @zip
}

sub zip2 {
    my( $r1, $r2 ) = @_;
    map {
        $r1->[ $_ ], $r2->[ $_ ]
    } 0 .. ( $#$r1 > $#$r2 ? $#$r1 : $#$r2 );
}

for my $length (10, 1000, 10000, 100000) {
    my @a = 1 .. $length;
    my @b = reverse @a;
    print "For $length elements:\n";
    cmpthese(-3, {
        copy  => sub{ my @res = zip1( \@a, \@b ) },
        deref => sub{ my @res = zip2( \@a, \@b ) },
        CPAN  => sub{ my @res = zip(   @a,  @b ) },
    });
    print "\n";
}
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