Do I pay taxes in CA when I work and Live in Colorado?

I was hired by an employment agency in CA to do work for a CA-based company. However, I performed all my work from my office in Colorado where I live. I did not live in CA at anytime during the year. The employment agency withheld CO taxes, but no CA taxes. Do I need to file taxes in CA when all of my work for the employment agency was done in Colorado?