Content delivery networks must balance a number of trade-offs when deciding how to direct a client to a CDN server. Whereas DNS-based redirection requires a complex global traffic manager, anycast depends on BGP to direct a client to a CDN front-end. Anycast is simple to operate, scalable, and naturally resilient to DDoS attacks. This simplicity, however, comes at the cost of precise control of client redirection. We examine the performance implications of using anycast in a global, latency-sensitive, CDN. We analyze millions of client-side measurements from the Bing search service to capture anycast versus unicast performance to nearby front-ends. We find that anycast usually performs well despite the lack of precise control but that it directs roughly 20% of clients to a suboptimal front-end. We also show that the performance of these clients can be improved through a simple history-based prediction scheme.