yes, the battery drains alot faster than before. i can tell you why: because i'm shooting pictures much more often than before, always trying this and that, optimizing this and that, display always on because of running scripts etc.
i don't really think the battery is really draining faster now with CHDK, or at least theres not a BIG difference. on the other hand, without a battery icon/percentage (which chdk introduced) it is difficult to calculate the real drainage.
for a real test you should just leave the camera on (with chdk enabled) and stop the time until it shuts down, then do the same without chdk. but thats not a real test, because normally you shoot pictures.
my verdict: CHDK means DEATH - to batteries, just because you use your camera more often (plus, for example, saving a RAW file consumes more power).