The .22wmr round drops off of a cliff at 200 yards (about 24 inches), and drops about 6 inches at 150 yards. Being that it's a relatively flat shooting round, 100 yards would be a good zero distance. That way you're only 1 inch - 1.5 inches high (depending on the ammo you use) at 50 yards, and .1 to .5 inches high at 25 yards (again, depending on ammo). The CMR 30 should do well at 100 yards and in.
Are you using a scope or a red dot? If a scope, is it a rimfire scope? Whatever you use, make sure your zero is past the parallax distance so you're shooting parallax free.