Capturing datetime of change in SQL Server CDC

Remember that CDC uses a log reader agent to populate the change table. Why is that important? By that mechanism, rows show up in the change tables asynchronously to the changes made in the base tables.

There are actually 3 different time points that can be recorded, in reverse chronological order:

1. The time the change was delivered to the change table (which is what you're recording).
2. The time the transaction that contained the change committed (using cdc.lsn_time_mapping).
3. The time with which you manually populate a column in the base table (using a default constraint, a trigger, etc.).

So the first thing is to be clear on what you want to record. Usually we would care about either #2 or #3.

If the LSN mapping mechanism (#2) isn't performing well enough for you, the only supported alternative is to add a column to the base table and populate it yourself (#3).

With regards to changing the internal tables, as a matter of policy, I think it's best to avoid hacking around with internals when there are supported alternatives. The very last thing you want is an important production system going down, needing to call Product Support, and being denied service because of something like this. Never mind the issues of it potentially breaking things (upgrades), or being broken because it was unexpected (turn CDC off, then on again, as mentioned in the other answer).

A practical example:

USE Database;
GO

DECLARE @from_lsn binary(10), @to_lsn binary(10)
SET @from_lsn = sys.fn_cdc_get_min_lsn('schema_tablename')
SET @to_lsn = sys.fn_cdc_get_max_lsn()

SELECT
    sys.fn_cdc_map_lsn_to_time(__$start_lsn) AS 'Time'
    ,[Field1]
    ,[Field2]
    ,[Field3]
FROM [cdc].[fn_cdc_get_all_changes_schema_tablename]
  (@from_lsn, @to_lsn, N'all');

The only caveat I would give is that those tables are dropped automatically when CDC is disabled. The column not be recreated automatically when you reneable it