Maybe on older CPUs, but I run CEP2 on WinXP 32-bit and get 98% efficiency on 7 virtual cores of a Haswell i7-4770. The other core supports two GPUs for GPUGrid. (I know, one of the few Haswell machines running XP, but that is for the GPU work).

Another machine gets 99% efficiency on 6 cores of an Ivy Bridge i7-3770, with the other two cores supporting GPUs on Folding, but that is with Win7 64-bit. I don't know if the OS makes the difference, but it is small.

However, in all cases I don't try to run it directly off of a disk drive, but use a ramdisk or write cache, so I am operating out of main memory. That, along with the good I/O of these chips, makes the difference.