The colour of an object is defined by the wavelengths of light it absorbs. When you add lots of colours together, the absorbtive characteristics of each are combined together and, generally speaking, the darker it gets the more colours you add. If you were to perfectly combine an equal ratio of cyan, magenta, and yellow (incidentally, CMY is the negative/inverse of Red/Green/Blue), you'd get black.

This is in contrast to coloured light, which selectively emits specific wavelengths, rather than selectively absorbing them. In the case of equally combining red, green, and blue light emissions, you end up with white.