Edit: The Clojure benchmarks are up on the Benchmarks Game.
I have made this question community wiki and invite others to keep it updated.
This is an important question that just about everyone thinks about before considering clojure. Its also a hard question even for mature languages that are not adding things, like chunked sequences, that radically change the performance of some specific (though common) tasks. I found some good thoughs in this thread. Many of the benchmarks you find will be related to previous versions of both java and clojure so its unlikely that anyone can find "really good benchmarks".
I great question to ask your self here is Is Java fast enough. This is a precondition to clojure being fast enough. If you can convince your self that the answer to this question is yes then it is safe to proceed in Clojure and implement the parts that your profiling identifies as bottle necks in Java. Because you have a failback language with well known performance It will generally be safe to go with Clojure.