Select * faster than select column

WITH Categories (child_oid, Level) AS ( 
   SELECT h.child_oid, 
          0 AS Level 
     FROM Memx_productcatalog.dbo.ME_CatalogHierarchy AS h 
     JOIN dbo.[ME_CatalogProducts] c on h.oid = c.oid 
    WHERE c.CategoryName = 'Root' 
   UNION ALL 
   SELECT h.child_oid, 
          Level + 1 
     FROM dbo.ME_CatalogHierarchy AS h 
     JOIN Categories AS p ON p.child_oid = h.oid ) --End CTE Recursive
SELECT p.oid --problem here
  FROM dbo.ME_CatalogProducts as p
 WHERE p.oid IN (SELECT child_oid 
                   FROM Categories)

I'm writing a recursive CTE SQL statement to pull items from a tree. The query works fine. When I select a specific column(s) the query executes in ~300ms. However when I use select * or p.*, the query executes under 100ms. This is the exact opposite of what I would expect. I have checked indexes, statistics, and both quer开发者_运维技巧ies seem to generate the same execution plan. I'm stumped on this one.

Update

I've been running this query all day with consistent results. I've attempted to disable caching by using OPTION (RECOMPILE). I've just been using the "Wait time on server replies" in sql manager to measure the query execution (is that bad?) Here is what happens when I use SET STATISTICS TIME ON.

p.oid => SQL Server Execution Times: CPU time = 203 ms, elapsed time = 270 ms. "Wait time" = 195ms

p.* => SQL Server Execution Times: CPU time = 469 ms, elapsed time = 1015 ms. "Wait time" = 21ms

I have the other stats if they are needed. Is the client wait time time the wrong way to measure these things?

It turns out that using the MS SQL manager to measure execution times is very unreliable. Thanks to Martin using SET STATISTICS TIME ON gave me more accurate results.

Doing SELECT * is actually much slower than doing a column select when measured correctly

According to this answer

'Wait time on server replies' is the time between the last request packet left the client and the very first response packet returned from the server.

On my machine it seems that it waits until it has somewhere around 4000 bytes to return before sending the first packet from the test below.

When * is selected fewer rows need to be processed to fill this buffer.

SELECT 'A'
WAITFOR delay '00:00:02' 

Gives

  TDS packets sent from client        1
  TDS packets received from server    1
  Bytes sent from client              180        
  Bytes received from server          610    
  Client processing time              8    
  Total execution time                2008    
  Wait time on server replies         2000

And

SELECT REPLICATE('A',4000)
WAITFOR delay '00:00:02' 

Gives

  Number of server roundtrips         1
  TDS packets sent from client        1
  TDS packets received from server    2
  Bytes sent from client              222
  Bytes received from server          4619
  Client processing time              1885
  Total execution time                1914
  Wait time on server replies         29