As someone who has worked at and experienced the Capitols, they take less time between Emeryville and Sacramento in the Eastbound direction because of the longer station stops made by the Zephyr. In the Westbound direction, however, if you are already on the Zephyr, stay on the Zephyr. The train will most likely depart in the order it arrived in. Plus, with OTP being an issue, I would not advise a connection.
A funny story though about one of my recent Eastbound trips:
I took the CZ from Emeryville to Sacramento. It was scheduled to depart at 9:35am, after the 9:25am Capitol train. The Capitol train arrived late (around 9:37am) so it loaded up and departed Emeryville at the center platform. It continued Eastbound on the Eastbound track. We departed around 9:40am. We immediately crossed over to the Westbound track. We operated Eastbound on the Westbound track ultimatly passing the Capitol train while it was stopped at Richmond Station (as the CZ skips both the Berkeley stop (my local stop) and the Richmond BART connection stop). The Capitol train was loading up at the time. We continued to travel Eastbound on the Westbound track until a few miles before Martinez where I look out the window from the sightseer lounge and see the Capitol train passing us! Both trains were moving in the same direction, the CZ traveling Eastbound on the Westbound track and the Capitol traveling Eastbound on the Eastbound track. A minute or two after it passed we slowed down and crossed over to the Eastbound track. When we pulled into Martinez the Capitol train was already across the bridge (about 4-5 minutes ahead).
With that: Capitol trains travel the distance slightly faster (Eastbound) because of much shorter station stops (around 30 seconds to 1 minute at stops and 2 minutes at larger stations) and a much greater rate of acceleration. However, ANY connection from an LD train to a Corridor train is a risk that is generally not worth taking in this case. In this corridor the Capitols have a fairly good incentive package with UP so OTP is pretty high (80%'s with a goal of 90%). As from the story above, dispatching can be quite odd in this area as well (as Amtrak was taking both available tracks with two trains traveling in the same direction)!
If I travel Eastbound though... I'm usually on the CZ... I like the sightseer lounge and the Superliners! (But the California cars aren't too bad either)