Which method are you using to connect your Raspberry Pi to a CRT? If you're in the UK, you could use a pi2scart and directly connect to your CRT via RGB. It's possible to use a pi2scart elsewhere too, but it might require an RGB mod or RGB to component transcoder for consumer sets.
I realized that you might be using a PC CRT monitor with an HDMI to VGA converter. Make sure that the resolution you are setting is supported by the monitor itself. Otherwise, it will either not display or it will look skewed.