PERF: Faster CategoricalIndex from categorical
Master:

```
In [1]: import pandas as pd; import numpy as np

In [2]: arr = ['s%04d' % i for i in np.random.randint(0, 500000 // 10, size=500000)]; s = pd.Series(arr).astype('category')

In [3]: %timeit pd.CategoricalIndex(s)
69.4 ms ± 946 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
```

HEAD

```python
In [1]: import pandas as pd; import numpy as np

In [2]: arr = ['s%04d' % i for i in np.random.randint(0, 500000 // 10, size=500000)]; s = pd.Series(arr).astype('category')

In [3]: %timeit pd.CategoricalIndex(s)
9.06 µs ± 182 ns per loop (mean ± std. dev. of 7 runs, 100000 loops each)
```

Is that a 7000x speedup, or did I mess up the math?