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Very slow eGPU support
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System Information
Operating system and graphics card
MacOS 10.13.4 (17E202)
Radeon RX 570 (encapsulated in an external Sonnet eGFX Breakaway Puck:
MacBook Pro (13 Zoll, 2016, Four Thunderbolt 3 slots) / 3,3 GHz Intel Core i7 / 16 GB 2133 MHz LPDDR3 / Intel Iris Graphics 550 1536 MB

Blender Version

  • Latest Stable build (2.79.4, 2018-02-21, 8928d99)
  • Current daily build (2018-05-14, 43ee4d5d7c6)
  • 2.8 nightly build (2018-05-14, 04fa65e356d)

Short description of error
For a few months now macOS officially supports eGPUs which are a great solution to turn one's MacBook into a viable system for 3D applications. I recently got one of the supported configurations (Apple's page on the topic:
Blender recognized the card and lets one select it in the "System"-tab as an OpenCL device. However Cycles renders substantially *slower* with it than it does with the MacBook's CPU. Among other files I tested the setup with the old Mike Pan BMW scene (with a reduced sample count as I didn't care about relative performance compared to other systems for the moment). It took 1:27 minutes on the cpu and 4:57 minutes on the eGPU.
To ensure that this wasn't the eGPU's fault I checked out Radeon ProRender in Blender. It renders the same scene about 16x faster on the eGPU than it does on the CPU (00:37 vs 10:08).
Let me know if I can assist you in any way in resolving this. I fear that this might be hard to fix if you don't have such a system at your disposal to test things.

Exact steps for others to reproduce the error