CoffeeScript is largely an alternate syntax to JS with a couple of macros added on. That's more like the prima ballerina changing from her pajamas into a tutu.
Indeed, they don't go as far as some of the other ones, but it's still a language that compiles down to JS. It's nice that it's a strict superset of JS (iirc anyway) but that alone doesn't mean that it's impossible to produce slow or bloated JS.
Of course any language that does a lot more than CS is going to be slower, e.g. Objective-J's object system providing method-missing functionality and a whack of other features not found natively in JS.