I am trying to speed up an often used query. Using a CompiledQuery seemed to be the answer. But when I tried the compiled version, there was no difference in performance between the compiled and non-compiled versions.

Can someone please tell me why using Queries.FindTradeByTradeTagCompiled is not faster than using Queries.FindTradeByTradeTag?

static class Queries
{
    // Pre-compiled query, as per http://msdn.microsoft.com/en-us/library/bb896297
    private static readonly Func<MyEntities, int, IQueryable<Trade>> mCompiledFindTradeQuery =
        CompiledQuery.Compile<MyEntities, int, IQueryable<Trade>>(
            (entities, tag) => from trade in entities.TradeSet
                               where trade.trade_tag == tag
                               select trade);

    public static Trade FindTradeByTradeTagCompiled(MyEntities entities, int tag)
    {
        IQueryable<Trade> tradeQuery = mCompiledFindTradeQuery(entities, tag);

        return tradeQuery.FirstOrDefault();
    }

    public static Trade FindTradeByTradeTag(MyEntities entities, int tag)
    {
        IQueryable<Trade> tradeQuery = from trade in entities.TradeSet
                                       where trade.trade_tag == tag
                                       select trade;

        return tradeQuery.FirstOrDefault();
    }
}