To make fast binaries with Visual C++, use Visual Studio to create and configure the project. The most important settings are following:
• C/C++ / Code Generation / Enable Enhanced Instruction Set
• C/C++ / Optimization / Whole Program Optimization
• Linker / Optimization / Link Time Code Generation
While it’s technically possible to set up the correct VC++ options with CMakeLists.txt, it’s relatively hard: need to detect VC++ compiler, and pass these weird command-line switches. Most cross-platform C++ libraries aren’t doing that.