We establish that constructive continued fraction dimension originally defined using $s$-gales is robust, but surprisingly, that the effective continued fraction dimension and effective (base-$b$) Hausdorff dimension of the same real can be unequal in general. We initially provide an equivalent characterization of continued fraction dimension using Kolmogorov complexity. In the process, we construct an optimal lower semi-computable $s$-gale for continued fractions. We also prove new bounds on the Lebesgue measure of continued fraction cylinders, which may be of independent interest. We apply these bounds to reveal an unexpected behavior of continued fraction dimension. It is known that feasible dimension is invariant with respect to base conversion. We also know that Martin-Löf randomness and computable randomness are invariant not only with respect to base conversion, but also with respect to the continued fraction representation. In contrast, for any $0 < \varepsilon < 0.5$, we prove the existence of a real whose effective Hausdorff dimension is less than $\varepsilon$, but whose effective continued fraction dimension is greater than or equal to $0.5$. This phenomenon is related to the ``non-faithfulness'' of certain families of covers, investigated by Peres and Torbin and by Albeverio, Ivanenko, Lebid and Torbin. We also establish that for any real, the constructive Hausdorff dimension is at most its effective continued fraction dimension.