Many articles about building SharePoint Framework solutions mention uploading your files to a CDN. But are you sure you actually need one?
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Now that you can build SharePoint Framework solutions for both SharePoint online and on-premises, you need to decide which one you want to target.
Serving your scripts as quickly as possible is necessary to get great performance of your SharePoint Framework customizations. So how good is your setup?
Using the standard toolchain you can easily deploy your SPFx files to Azure. Here is what you should do next to load these files as quickly as possible.