I handle this by using the custom files area. So if your main theme is named "Foobar" you would put these lines in the custom files to upload area and then check to serve custom files from the CDN:
wp-content/themes/foobar/*.js
wp-content/themes/foobar/*.css
wp-content/themes/foobar/*.gif
wp-content/themes/foobar/*.jpg
wp-content/themes/foobar/*.png
wp-content/themes/foobar/*.ico
wp-content/themes/foobar/*.ttf
wp-content/themes/foobar/*.otf
wp-content/themes/foobar/*.woff
