You are a resident for the period of time that you were living there after you retired.
The home of record is to be used for the wages you received from the government as an active duty member of the military. Once you retired, Connecticut was no longer your residential state.
So, you may have a part year return for both Connecticut and Colorado. Connecticut for your military pay and Colorado for your post-retirement job.
However, if you received income from a job outside the military while you were active duty and stationed in Colorado, that income would be taxable to both Colorado and Connecticut.
[Edited 2/23/18|1:49 pm PST for additional content]
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