It is up to the Container provider to decide which techniques it adopts regarding the persistency of the cmp fields.
You can read the Section 10.4.2.1 of the
EJB spec 2.0 to discover what the spec really mandates.
For instance, BEA Weblogic Server 7.0 SP2 first stores the value of the CMP field within an attribute of the custom generated class that extends your Entity Bean for quick retrieval. It then registers the bean with the RDBMSPersistenceManager to notify the latter that the bean has changed. The PersistenceManager then obtains a transaction and registers the bean with the EntityManager. The databse is then updated accordingly.
I hope it helps