What you’re suggesting is not trivial. Otherwise we wouldn’t use various CDNs. To do what Cloudflare does your starting point is “be multiple region/multiple cloud from launch” which is non-trivial especially when you’re finding product-market fit. A better poor man’s CDN is object storage through your cloud of choice serving HTTP traffic. Cloudflare also offers layers of security and other creature comforts. Ignoring the extras they offer, if you build what they offer you have effectively made a startup within a startup.

Cloudflare isn’t the only game in town either. Akamai, Google, AWS, etc all have good solutions. I’ve used all of these at jobs I’ve worked at and the only poor choice has been to not use one at all.