While not definitively the issue, your tests are on
http:// (not https) for non-CDN. When using CDN, there’s 90ms when establishing TLS (SSL) and another 100ms for each new HTTPS connection. I guess this may be the problem (but the tradeoff of getting a secure connection is worth it imo).
Looking at the waterfall - the TTFB for your image files and static content is faster when on the CDN, and “Content Download” is much faster when on the CDN - 400ms for
gt-america-standard-medium.woff2 when downloaded from your server, but 56ms when routed through CDN.
One thing really odd is that there are 6 different requests to the same page (your homepage). This doesn’t happen on a regular website.