First of all, make sure your setup is correct. Detailed step-by-step instructions and video guides can be found here.
Following CNAME configuration for your subdomain and after adding your custom domain to your RedTrack account, it's possible that you will receive the following response after verifying the domain's DNS settings:
Make sure to wait 24 hours if it is a new domain so that the DNS settings can propagate fully.
Also, if you're setting a CNAME on an older domain, keep an eye out for the TTL (time to live) setting - by default it is set to 4 hours. This means that your subdomain and CNAME may take some time to propagate. To shorten this you can modify the TTL number for your CNAME record.