What chemical compounds were used in CRT phosphors?
You should ask yourself: "For which application?". In fact there are different types of "phosphors" (most of them have no "Phosphorus" inside) for different applications and different compound were used during the evolution of CRT monitor. Some kind of phosphors may have advantages in terms of:


Efficiency of the luminescence induced.
Cheaper price.
Longer life.
Better color.
Shorter decay time.


Note however that in many application longer decay times are prefer because allow to the user to see transient signal one of this application is radar in this case is used the GB phosphors (it usually used the WTDS symbol to refer to a specific compound. In Phosphor Handbook
 by Shigeo Shionoya,William M. Yen,Hajime Yamamoto p. 607 you can find the relative compound in this case is  $(Zn,Cd)S:Cu + (Ca,Mg)SiO_3:Ti)$) that has a time decay between 100 ms and 1 s.

If you are  interested in RGB monitor and you want a list of the phosphors manly used. 
I've copied the the following table from Practical Applications of Phosphors by William M. Yen,Shigeo Shionoya,Hajime Yamamoto p. 232 showing how phosphors compound for every RGB channel changed during time.

\begin{array}{c c c  c}\hline
&amp;Blue  &amp; Green  &amp; Red \\ \hline
1               &amp; ZnS:Ag^{2+}   &amp;  Zn_2SiO_4:Mn^{2+}   &amp; Zn_3(PO_4)_2:Mn^{2+}\\ 
2 &amp; ZnS:Ag^{2+} &amp;  (Zn,Cd)S:Ag    &amp;  (Zn,Cd)S:Ag  \\ 
3&amp; ZnS:Ag^{2+} &amp; (Zn,Cd)S:Ag &amp; YVO_4:Eu^{3+}\\ 
4 &amp; ZnS:Ag^{2+} &amp;   (Zn,Cd)S:Cu,Al &amp; Y_2O_2S:Eu^{3+}or\space Y_2O_3:Eu^{3+} \\ 
Current &amp; ZnS:Ag^{2+}       &amp; ZnS:Au,Cu,Al  \space or \space ZnS:CU,Al    &amp;Y_2O_2S:Eu^{3+}    \\ \hline
 \hline
\end{array}