This code takes way to long to run

Sorry, thought it was just 1 column. The INDEX worksheet function can also return a 2-dimensional range or array. Try this:

Sub test()
Range("C1:F300") = Evaluate("=INDEX(PROPER(C1:F300),0,0)")
End Sub

INDEX(Array,Row_Number,Column_Number)
If Row_number = 0 or empty, the entire row range is returned (meaning the array's entire COLUMN(s)). Similarly, a 0 or empty Column_number returns the entire column range. So setting BOTH to 0 (or empty) returns the ENTIRE Array or range.