The cannabidiols have a much higher boiling point than the ethanol (I am assuming this is what you are using when you say alcohol). Basically trace amount of THC can transfer out of the solution when the ethanol is distilled, much like when water is partially removed from mashes in stills even though their boiling point is much higher 212 deg vs. 172deg for ethanol.

Basically when your still is operating it will hit and stick (to an extent), to each boiling point until that material is boiled off, and even though water has a much higher vapor point some will still be released as vapor at 172deg, the same would happen with your cannabinoids however to a much lesser extent.

You can set up a fractional distaillation system, however the heat can be damaging to the very molecules you are attempting to recover.

Hope this is helpful!