CCW can be sticky. If you plan on living in Colo for any length of time just change it all over and be done with it.
https://cbi.colorado.gov/sections/firearms-instacheck-unit/concealed-handgun-permit-chp-reciprocity
The State of Colorado does not recognize the validity of a concealed carry permit issued by any state, to a nonresident of that state (see C.R.S 18-12-213, as amended in 2007). Specifically, state law requires the state of residency of the person and the state of issue of a permit to match as proven by a valid driver’s license or identification card issued by that same state.