Relu works well with CNN, classical sequence is CNN + BN + Relu stacked, and finally a full connected FC layer and an some activation function like sigmoid[0,1] to range that output in classification.
On the other hand, if your data is [-1,1] at the final output, you could turn it into probabilities using Softmax if you are working in classification.
What is about your loss function?  Maybe it is not working well.