Monitoring CDC (Change Data Capture) performance
We had a similar requirements like yours to have CDC enabled currently for one of ur database around 5 TB in size.

There are various parameters that you might want to consider when enabling CDC for capture job. Ones like maxtrans and maxscans really matter for what you want to extract regarding the changes happening in log file for tables configured for CDC

Please read here for more on parameters I am discussing above. Also it list dmvs to monitor the scan session for logs and latencies.

Also keep a monitor on transaction log file for both the user database involved in cdc along with growth of tempdb growing unusual. Might not be a scenario in your case but just telling you from our experiences. 

I am not able to recall but I believe we browsed somewhere for the event that can monitor performance for CDC using xtended events. Apart from this you need to have a normal DBA monitoring of that sql server which we dbas have to do to avoid any last minute surprises.