Remember, the tone you hear on a CW signal is not the center frequency of the transmitter, but rather the *difference* between the center frequency and the frequency setting of your rig. The "sidetone" -- which is actually a beat note that happens due to frequency mixing, which creates two other signals besides the original two, one is sum and the other is difference.
To tune a CW signal properly, you should match the tone or note of the signal heard to the sidetone oscillator of your rig by zero beating them.
KE3WD