Good afternoon,
It is right, because your website is hosted on Cloudflare's servers, which is located in California. Cloudflare's Content Delivery Network (CDN) has two routing options: DNS unicast, or Anycast. You can read more about it on CDN Reference Architecture. For further clarification, feel free to contact us.
Thought process: I researched that Cloudflare has datacenters in California, France, and Russia (among other locations). Not having any other details (traceroute outputs or pcap, for example), I assumed the website data is hosted on servers in California. I thought it would be interesting to reference to the CDN architecture documentation for a better understanding from the customer side.