I've been recently looking at how I could speed up page loading on my website and specifically to reduce the response time between my server and the CDNs I use (FontAwesome, jQuery, BootstrapCDN, and CloudFlare) since I figured that it was highly dependent on the traffic on those big CDNs. And I thought that if I built my own CDN (via a subdomain on my server), then traffic would be a lot smaller hence more fluid. However since I'm not an expert at all on that matter, I'd like to know if I'm right about that, and if it would be worth doing it in terms of performance?
If you had to ask, then no.
The first strike is on CloudFlare. By using CloudFlare, right now most of the cacheable traffic from your website should be between the user's browser (which can be anywhere in the world) to the nearest CloudFlare endpoint. Unless you have mirrors all over the globe, CloudFlare should be faster than your own CDN.
By using BootstrapCDN (which includes FontAwesome) and jQuery CDN, if the user's browser ever visited any other BootstrapCDN and jQuery CDN powered site on the near-past and assuming they're using the same resources, there will be no re-downloading of those resources. This mean using your own CDN will always add traffic.