You have permanent residency in the state of Colorado but regularly work in other states. Are you self-employed as a carpenter? Or are you receiving a W-2 from an employer? Please clarify.
If you are an employee receiving a W-2, your employer would be apportioning income to the state in which you are working and reporting that information on your IRS form W-2.
If you are self-employed as a carpenter, you would have to see the non-resident tax rules for the individual state in which you are working. For instance, in Indiana, part-year and nonresidents include income received from Indiana sources while a nonresident. Each state will differ.