CORE is no different to HoI2 or DD in this regard. It's optimised around a roughly historical timeline, but if you're prepared to go very early the AI has a really rough time keeping up with you.
It's true that Germany is light on for units at game start - but so is everybody else. That's more of a problem for the AI than it is for the human player, because you have the opportunity to DoW at any time whereas it does not. So the German player can mass and position his available forces through January 1936, DoW in early February, and have Vichy up and running by March.
Simply, that early in the game the French don't have enough units to cover the possible avenues of attack. The German can roll through the Netherlands and Belgium and pour across northern France before the AI can put enough in their way to stop them. Or, he can simply mass everything along the common border and steamroll his way through a lightly defended Maginot line.
I don't know about crushing Russia in 1936, though. There's a lot more territory to grab there before you get the Bitter Peace, so generally it will take you into late 1937 or early '38.
One thing that CORE definitely has going for it that the vanilla games do not, however, is the new Rhineland event sequence which wafts the possibility of an early French DoW on Germany short-circuiting your master plan. You don't know the meaning of panic until you find that message telling you that the French are sending troops into the Rhineland.