Could be the parallax setting of the scope from the factory...they are most comonly adjusted to 100 yards for rifle scopes..22 or rimfire scopes are adjusted at 50 I believe..meaning that if you try to focus both the target and crosshairs at 100 yards,you'll be fines.
One way to solve this problem is to get a scope with an adjustable Objective lense,that way,you should be able to shoot from 10 yards or so way on out to 300 of further if you want to
What scope do you have,and at what ranger are you trying this at