Is it a good idea to host my own CDN?

Usually no but it all depends.

You could use a “cdn” for shared files but then its more a practical cdn.

A classic cdn is used to handle geographical distributed visitors or massive loads, not something you could do.

An alternative I have seen was a smaller shopping site but with lots if products. They used a “cdn” in the form of 10 aliases for the same IP to get around old browsers limit on loading at most 8 resources from the same source to avoid to much load.

Since the site had hundreds of images on the front page but not massive amount of visitors they wanted the browser to load more in parallell ;)