No, you wouldn't need to file a CO tax return under the circumstances you outlined. You were not a resident of CO in 2020 and did not have any CO-source income (a loss on sale of personal residence would not be considered "income").
From Individual Income Tax | Filing Requirements
"You must file a Colorado income tax return if during the year you were:
- A full-year resident of Colorado, or
- A part-year resident of Colorado with taxable income during that part of the year you were a resident, or
- A nonresident of Colorado with Colorado source income,
AND
- You are required to file a federal income tax return, or
- You have a Colorado income tax liability for the year.
