1. If you are not yet clued up with the basic skills to shoot a spinger, brush up on that first. I've seen folks missing a 25yd target by a foot - simply through incorrect shooting style.
2. Find a pellet that offers a reasonable grouping.
3. Zero at one distance, say 10m. Shoot groups at various distances to will reveal if the barrel is perhaps skew.
Then you are good to go. The takeaway is that nothing in this price class will be manufactured to mil spec, slightly off bore-centre sight mounting, out of spec dovetail rails (very common), slightly out of round compression tubes etc is not uncommon.
Edit: As long as the lead is hitting the intended spot and you are enjoying yourself it's all good.
The barrel is good. It is the sights. I recently bought a CFX for a good price and it has the exact same problem. Those rear sights are flimsy mass produced pressed out affairs and not worth the rifle it sits on.
Unfortunately there is not much to be done about it (I stopped short of tapping it lightly with a sledgehammer) and no aftermarket open sights to replace it with. Best route would be to fix a decent little scope which I will be doing next.
Hello and welcome to the forums.
The Gamo CFX is built to loose tolerances , it is quite normal if your sights are slightly out and do not line up perfectly with the barrel.
If you can consistently hit your target all is well.
Enjoy your Gamo , they are usually quite accurate for an air rifle in this price range.