If you take look at some academic journals on compiler design and language implementation, it will become very clear to you that there is no possible way that a JIT compiled VM language (produced by your C# compiler) can be faster than native machine code (produced by most C++ compilers). Afterall, this isn't magic or voodoo. However much you would like to believe, it just can never be true ;)
Since academic journals arn't very interesting for bedtime reading, I have some slightly more straight forward examples...
Unity (big pusher of C# for obvious reasons) admits that .NET is slower than C++.
This uses the default Microsoft C++ compiler and although C++ is still the clear winner, in these tests, C++ would absolutely thrash C# if using specialized C++ compilers for the task, such as Intel's or codeplay's.
But to be honest, there is simply no convincing .NET developers... Hopefully the enlightenment this post gives them will be worth all the downvotes I am going to get ;)