You should report as a part-year resident in CO and the same for the state you lived in before if that state also has income taxes.
Per tax.colorado.gov:
A part-year resident is an individual who was a resident of Colorado for only part of the tax year. This includes anyone who moved into Colorado with the intention of making his/her home here or a Colorado resident who moved out of Colorado with the intention of making his/her home elsewhere any time during the tax year.
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