^^^^ This. You don't say what, if any, particular brass or bullet you already have in hand. Hornady brass is cheap and easy to find. It works ok. Hornady brass and Hornady 147gr ELD-M were fine for the first few months I went back to handloading bottleneck rifle after a nearly 30-year hiatus.
But I have found that Peterson SRP (small rife primer) brass, CCI 450 primers, and Berger 140gr hybrids with 41.2gr H4350 give me about 2775fps and sub-1/2MOA groups at 300 yards. The Hornady brass/bullet combo is not as consistent but is less expensive. Play with seating depth as well as charge weight - look for info on "Optimal Charge Weight" directions here and via your favorite search engine. There is a wealth of information on SH about handloading in general and for the 6.5CM in particular.
Finally, if you read much here, you'll come away believing that everybody wants to wring the last bit of velocity possible out of the load short of danger. Try not to fall into that trap. The 40,6-41.3 area is USUALLY a safe, moderate, and highly accurate load. It's up to you to work up your loads safely.