(Except for CNAME cloaking. However, their CNAME uncloaking only applies to their built-in tracking protection. AFAIK, if you use uBo on Brave it will be still unable to uncloak CNAMES.)
Only for extensions. Brave Shields is implemented in natively compiled Rust and C++ (which is even more efficient than WebAssembly), is able to load rules before making any network requests, uses a compressed filter list data representation, and prefetching is disabled entirely in Brave. The only thing currently missing from that list is HTML filtering, which is fairly rare in practice and generally has fallback rules in popular lists anyways.
Brave does have a few intriguing privacy features, like plugging WebRTC IP leaks while still allowing use of WebRTC (Firefox is off or on while Safari's always on AFAIK), so that's not excluded.
The main problem with Brave is that they're building on a browser which is designed to leak privacy like a sieve. It seems that they're being careful and monitoring all the anti-features Google's adding, but who knows.
> In version 1.25.0, uBlock Origin gained the ability to detect and block CNAME-cloaked requests using Mozilla’s terrific browser.dns API. However, this solution only works in Firefox, as Chromium does not provide the browser.dns API. To some extent, these requests can be blocked using custom DNS servers. However, no browsers have shipped with CNAME-based adblocking protection capabilities available and on by default.
I never used uBlock, but I did use uMatrix (discontinued, but still working) which allows you very fine grained control over scripts and other resources based on the domain. Unfortunately it was a pain to get some things to work with that, especially online payments which use many subdomains and redirects. Paying for anything online was a game of enabling 10 domains on average, reloading the website, re-inputting payment info, etc. Some websites (like twitter) simply didn't work even if one enabled all the domains which appeared in the matrix.
Brave is pretty decent at blocking JS. Not as fine grained as uMatrix, and it apparently doesn't remember that you enabled things (at least in private browsing). I think it doesn't perform what uBlock calls HTML filtering, because it still makes requests to websites which were completely neutered by uMatrix. All in all it's more pleasant to surf using Brave than Firefox, because fewer websites are broken by the blocking.
I wasn't pleased with Safari's native tracking protection + a simple Safari blocking extension which only looks at URLs. Websites work the best, but it's making requests to many unwanted domains still. Maybe it's blocking cookies and scripts, no idea, but I'm not happy even with the simple requests for resources going through.