1. A method for monitoring Anycast performance in a content delivery network (CDN) comprising a plurality of points of presence (PoPs), said method comprising: providing monitoring code embedded in content that is served to an end user machine, wherein the monitoring code comprises sets of instructions executable by the end user machine receiving the content for (i) determining a location of the end user machine, (ii) determining a set of the plurality of PoPs that are geographically proximate to the location of the end user machine, (iii) measuring performance for downloading a particular object from each PoP of the set of PoPs and a PoP that is selected from the plurality of PoPs based on Anycast routing, and (iv) reporting said performance measurements to a monitoring server; analyzing performance measurements reported to the monitoring server by at least one particular end user machine executing said monitoring code to determine if performance of a PoP selected based on Anycast routing is optimal relative to performance of each PoP of a set of PoPs that is geographically proximate to the particular end user machine; and modifying an Anycast configuration to cause the particular end user machine to be routed to a particular PoP from the set of geographically proximate PoPs when performance of the particular PoP is optimal relative to performance of the PoP selected by Anycast routing based on said analysis of the performance measurements reported by the particular end user machine.