Web Performance / HTTP/2: What is faster ? 1 connection to traditional webserver or more connections to traditional webserver + CDNs?

Firstly, I have HTTP/2 enabled in my webserver.

I currently have some javascript files that I serve through my traditional webserver. However I also have some other javascript files that I get through CDNs.

What is faster ?

1) To have all files served through 1 connection to my traditional webserver.

2) To serve some files from my traditional webserver + other files from CDNs ( results in more than 1 connections).