Hours and liquidity
A share CFD only trades while its underlying exchange is open. Outside those hours the position is frozen at the last price and fully exposed to news you cannot react to.
Earnings and corporate actions
Quarterly results routinely move a share several percent in one print. Dividend dates trigger balance adjustments on CFD positions, and splits change contract terms. Check the calendar before holding through any of these.
Cost structure
Share CFDs usually carry a commission rather than a marked-up spread, plus nightly financing. For short holding periods commission dominates; for longer ones financing does.