Here is a straight out performance benchmark between AWS' Redshift, SQL Server cube, and SQL Server columnstore indexing. If you are choosing between these (and potentially other) platforms, this will provide some interesting reading. Essentially, the Microsoft cube was 97% faster than Redshift.
Note, I tried to make the test as independent and representative of a retail enterprise's query load as possible. The underlying fact tables contained 100 million, 430 million and 600 million rows. The queries ranged from the banal to common calcs such as "year to date" and "stock days on hand".
If you are serious about making the right decision for your organisation, you might set up a similar test with your own data and popular queries.
Here is the full report:
Data Platform Performance Paper
This benchmark has been updated to include SQL Tabular cube performance. Here is the updated paper.
