I think the Windows version is broken and returning true when it should be returning false! Certainly this logic makes no sense to me:

bool CPUPerformanceInterface::CPUPerformance::initialize() {
  if (!pdh_acquire()) {
    return true;
  }
  _context_switches = create_counter_query(PDH_SYSTEM_IDX, PDH_CONTEXT_SWITCH_RATE_IDX);
  _process_cpu_load = create_process_query();
  if (_process_cpu_load == NULL) {
    return true;
  }
  allocate_counters(_process_cpu_load, 2);
  if (initialize_process_counter(_process_cpu_load, 0, PDH_PROCESSOR_TIME_IDX) != OS_OK) {
    return true;
  }
  if (initialize_process_counter(_process_cpu_load, 1, PDH_PRIV_PROCESSOR_TIME_IDX) != OS_OK) {
    return true;
  }
  _process_cpu_load->set.initialized = true;
  _machine_cpu_load = create_multi_counter_query();
  if (_machine_cpu_load == NULL) {
    return true;
  }
  initialize_cpu_query(_machine_cpu_load, PDH_PROCESSOR_TIME_IDX);
  return true;
}

Only the final return should return true; all the others should return false.