I've had a CLK 230 Kompressor since 2005 and have personally covered over 90,000 miles and spent what amounts to thousands keeping it running as Mercedes-Benz intended. Everything is working as it should and the car is regularly and expertly maintained.
My typical MPG over this time and mileage has been around 26. Whilst I don't thrash the car when cold, in all other cases I drive enthusiastically and enjoy the performance available. Your consumption figures are not a million miles away from mine.
On a long motorway run with the cruise set at 70 I once saw 34 MPG, so the car can be quite economical, but you have to accelerate gently and keep the revs relatively low (so the supercharger isn't working hard).
I suggest following the excellent advice above and attempt to get at least the rolling radius accurate for the wheels/tyres you have.
Fundamentally, finding performance and economy together is a tricky business, short of modern diseasels and lightweight stuff like Elises and Westfields. In my opinion, an 11 year old solidly built automatic like a CLK is going to struggle to be quick and not be thirsty.