Why is my cloudflare dns CNAME setup much slower than going direct to the AWS S3 url

Question

I'm building a video streaming site. And I noticed especially the bigger video files have a very long waiting time on first call. When I go directly to the video file from s3 the video is loaded instantly without this long waiting time. I'm using Cloudflare to redirect to my s3 bucket. Even when I turn off the Cloudflare proxy it has this waiting time.

My CNAME:

Try it for your self:

• Without DNS: http://cdn.wedeo.me.s3.amazonaws.com/videos/WItcLbtcwxo4N8KH4treyCj4K/2160p.mp4
• With DNS: http://cdn.wedeo.me/videos/WItcLbtcwxo4N8KH4treyCj4K/2160p.mp4

Why do I need this CNAME DNS?

• I just want the URL to look cleaner and that it is not visable that it is a s3 bucket.