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Restoring CDC-Enabled Databases

Mark Broadbent shows us how to restore databases with Change Data Capture enabled:

This automatically poses the question of how it is possible to restore a backup chain with CDC? On a database restore, in order to apply differential backups and transaction logs the NORECOVERY clause is required to prevent SQL Server from performing database recovery.

If this option is required but KEEP_CDC in conjunction with it is incompatible, surely this means point in time restores are not possible for restores that require CDC tables to be retained?

-Wrong!

The answer is a bit surprising, and my guess is that most database administrators are totally unaware of this restoration quirk.