Diesel refined with higher Cetane ends up with lower BTU’s and lower peak combustion pressure. Higher Cetane should reduce fuel economy at higher loads, but at lower loads the higher Cetane can increase combustion efficiency and thus a slight increase in mileage.
The biggest benefits to higher Cetane are low temp/low load combustion, starting, and high rpm operation (think small diesels that rev high, and are all over Europe... hence their higher Cetane requirement)
I use a Cetane boost occasionally when I know I’ll be at a very low load for a long time, such as elk hunting in the fall. Otherwise I don’t use it much.
On my stock motor with Smarty Jr standard tunes Cetane boost would make my motor knock something fierce. I didn’t use it after I figured that out. With my current motor, and tuning I can run it with no negative side effects.