So in most cases leaders will not slow cavalry, and in some cases will speed it up, which is great. I think I'm clear on everything but the 4 days posted above to cross a river with cav + leader.
A bit more testing reveals this:
Single cav regiment crossing river, clear -> clear = 3 days.
Add leader to cav stack, but do not imbed, time = 4 days.
Imbed same leader with cav regiment, time back down = 3 days.
Now add another cav regiment to stack with leader+cav imbedded, time still = 3 days.
Configure same stack w/ leader + cav + cav (no imbedded leader), time = 4 days.
Conclusion: imbedding the leader with a regiment increases his travel speed when crossing a river. Probably just an abstraction of some sort (his staff all borrows faster horses from the regiment

) and just another reason to attach those leaders in addition to the combat incentives. If you are tracking down raiding enemy cavalry this is important to remember, however.
Addition: clear to clear move (no river crossing) with cav alone is still 3 days, but adding a leader to the stack does shorten it to 2 days. In this case it does not matter whether the leader is imbedded or not. Leader in above tests was activated.