He did have some good points in the video. He did say that not all caps are created equal and ones with higher internal resistance would affect the charging and discharge of the cap. He also did repeatedly say that any of the commercially available capacitors would not magically improve performance of the ESC. The only thing that could would be your battery. The capacitors are only there to smooth out the pulses caused by a brushless system.
If you really want real performance gains, look into supercapacitors. They have a much higher capacitance in them which allows it to store a lot more energy and can store and release that energy much faster than regular electrolytic capacitors. Basically like a rechargeable battery on steroids. The higher capacitance and the ability to charge and discharge faster will give the illusion of it providing more "power" as the voltage doesnt drop as much under load. I can definitely feel the difference with it on the track.
https://www.youtube.com/watch?v=_CfU_roIvuI
Not sure how legal they are in sanctioned races tho.