I used CLion before I switched to clangd + vscode and it was orders of magnitude slower.
What does it do better?
One problem I always had with VSCode, is that it seems to fill up its autocomplete suggestions with "near-string-matches" from files all over the project. The jetbrains tools are quite strict in that regard and won't propose random string matches that don't fit semantically.
That doesn't sound right. clangd should (and does) only suggest semantically valid suggestions. It's also much faster than the CLion's own C++ engine, though that might change with CLion Nova.