Native is supposed to be faster, but if browser developers are sloppy (or lazy), they write bad code, which leads to poor results with CSS animations (or transitions).
Nowadays, jQuery has a plugin which overides the "animation" function with an "improved" one. see Velocity. I'm not getting into other ways to animate the DOM with javascript because it's outside the scope of this question.
So, as-is, jQuery is slower than CSS. also, CSS is easier to write because you already have the element style probably, so adding a few rules is easy, compared to a situation where you need to start writing JS somewhere and manage it..but for complex, heavy stuff, JS is faster, sadly.
A very good article about this exact question - http://davidwalsh.name/css-js-animation