The only real benefit that you might get is if you run a true XLR cable and then use a Jenson Transformer XLR-to-RCA converterThe Jensen Iso-Max is a good device. As auxinput stated, you can
use a fully balanced XLR cable from the CDP and convert the signal to RCA . The question is whether or not this will result in superior sonics compared to a good RCA interconnect.
The Jensen unit does require a low to medium impedance cable be used. I found the Jensen to be very transparent sonically, so the sonic signature of the interconnects being used remain true.
http://www.jensen-transformers.com/product/pc-2xr/