I’ve been running Cubase on a Bootcamped Mac Pro for years with great results. However I took delivery a couple months ago of a new Mac Pro Trash Can (8core) and decided to run the tests found at dawbench.com. I don’t know if it should be attributed to the Mac Pro or Cubase 7.5 or both, but there was negligible difference running in OS X or Windows with the same hardware.
I also tested several Thunderbolt and USB audio interfaces. The interfaces certainly had differences in performance, but the performance of each interface was similar between Windows and OS X.
I don’t know if your mileage will vary on a different machine, but at least on high end hardware the OS performance gap that used to exist doesn’t seem to be there any more. I have gone back to OS X for Cubase as I prefer the way the interface works.
Hope that helps.