CDN question

Hi, folks, I have a question to you as experienced auditory. What is the advantages and disadvantages of building your own CDN (mainly, in USA, Brazil and Australia)? We are running a website and using CDNs for a while to delivery static content. Few guys brought this question for a tech review. And I'm curious of opinion of people who maybe did that. So far one of the bit advantages I see is distribution of authoritative DNS. But it is a bit too low for building and running CDN. Will appreciate any opinion shared privately or on this list. Thanks. Tim