yes depending on origin location that is expected. For example my forum is in Fremont, California and if i test with Cloudflare (+ base Cloudflare settings) and without Cloudflare from California test server, my origin is usually faster. As test location to origin location distance MAYBE faster that with Cloudflare. Now if you tweak some Cloudflare page rules and optimisations, I can speed it up for California test server tests but an optimally configured origin MAYBE faster when accessed directly without Cloudflare if visitor/test server location is closest to the origin geographic location. CDNs are about optimisation of request/visitor access further away from your origin’s geographic location.
Some optimisations to speed up CF to origin transfer/connectivity would be to use ECDSA based origin SSL configurations https://community.centminmod.com/threads/improving-Cloudflare-connections-to-origin-server-use-ecdsa-ssl-certs.14817/ and eventually use TLS 1.3 at your origin web server when CF supports it Cloudflare speak TLS 1.3 0-RTT with Origin Backend?