The above answer assumes you are a regular W-2 employee. If you were self employed or a contract employee (got a 1099 instead of a W-2), you would be required to file a non resident CA return to pay tax on that income.
The income would also be reported on your resident CO tax return. CO gives you a credit, or partial credit for the tax you pay CA.
Q. Should I amend those 3 years? Do you think it worth it to amend, I never done it before an not sure how complicated to amend?
A. If you also claimed the income on your CO return, it probably came out close to even. The simple evaluation is: was the CO credit equal to or less than the CA tax paid. The difference should be what you get back. But you'll also have to amend CO and there will be interest on the late payments.
How to amend https://ttlc.intuit.com/questions/1894381-how-to-amend-change-or-correct-a-return-you-already-filed
