The funds in your account, with a stock broker, located in CA, are not normally CA source funds. If that is your only connection to CA, you do not need to file a CA return. For example if you own shares of Exxon stock, a Delaware corporation, you do not file a DE tax return for the dividend income.
If you have sophisticated investments, like partnerships, you need to direct that question to your broker. Although the paper work that comes with the 1099-Div or K-1 usually tells you how to handle states.
