It's very hit or miss. Abylight Studios (Super Hydorah, Cursed Castilla) seems to do them pretty well, but then I've seen some that left me wondering how they ever made it past QC. (I won't name them because it's been a while and I don't want to name the wrong game.)
I want to point out though that it's impossible for any CRT filter to have a peak brightness that's not significantly lower than without the filter, since it can darken pixels but not brighten them past what the maximum already is.