For plain CGI, it does. Loading a full interpreter, spawning it, loading modules and so forth each time is going to be slower than kicking off a single process that spits out data. Basically, perl's setup time is significantly longer, it has to do all of the things the C++ one does and more, like scan @INC for modules.
However, for an environment that already has a perl interpreter ready (mod_perl, fastcgi, or perlex), and especially one with pre-loaded modules, I'd be somewhat surprised to find a significant difference. Some difference, but not a large one (and I would -not- bet either way on a complex script).