I currently only have four CPDs (hopefully this will change soon as I’ve finally separated them off to breed ) and when they are in my 30 gal display tank they often school together with my Boraras maculatas (Microrasboras). However, since both fish have different behaviors (the CPDS more active and prone to dashing about, while the maculatas are more reserved and like to hang out in the plants) its more as if the CPDs use the maculata school as some sort of a ‘home base’ and stop by to visit between mad dashes about the rest of the tank.
I hope this answers your question, but I wouldn’t be surprised if this behavior depends largely on the exact setup the fish are kept in – you may find that the situation is different in your tank.