You can change it by either adjusting the bleed in the maps init.con and mapdata.py, or alter the strategic values of the CPs in the gameplayobjects.con of the gamemode, so that your team will stop bleeding when for example the middle CP is captured.
However I do advise against it. The bleed gives you the drive to push onwards, as hitm4k3r already stated.
So instead of altering the bleed, I would suggest altering the serverside ticket ratio and team balance if you struggle to capture the last CPs. Depending on the map, attackers should have a 2:1 superiority at least. Try to figure out the perfect values for each of the maps and you'll have more fun overall. If you give an example which map in particular you have problems with, I can also give you my preferred bot ratio settings, I have them stored for most maps.