There is some system overhead, as we need to encode the pixels and send them over USB. The CPU used will increase, the more that is changing on the screen, but it will not max out on a modern PC.
I use a Dell Core i5 machine every day and have 4 USB displays connected through a DL-3900 dock (2 from the dock, and 2 through adapters). I notice no performance difference between the USB screens or directly connected, however I'm not playing 3D games at work, which may not perform as well as a directly connected display to the graphics card. I've attached a picture to show my set up. My laptop is off on the right with the display switched off.
Wim
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