The answer is in the numbers, and pundits and pollsters nationwide will be trying to add them up for days or weeks to figure out how they got it wrong on Donald Trump.
Colorado swung left, but not by the double-digit margins most polls suggested in the waning days: Hillary Clinton got a 2-point win and incumbent Democratic U.S. Sen. Michael Bennet won by 3 percentage points over El Paso County Commissioner Darryl Glenn in unofficial returns.
That's in the face of a strong Republican turnout.
Overall, 65.6 percent of Colorado's nearly 3.7 million registered voters cast ballots this year. In 2012, before every registered voter received a ballot in the mail, 71 percent voted.
"Turnout was tremendous in this election," said Judd Choate, Colorado's elections director. "Nationally we should be ranked very high."
Between mail ballots and in-person voting, registered Republicans cast nearly 34,000 more votes than Democrats.
In Republican-rich El Paso County, turnout was 81.7 percent, but in Denver's Democratic stronghold, only 44.5 percent voted, according to the Colorado Secretary of State's Office.
Exit polling: Clinton's advantage
Turnout among women voters was huge in Colorado, with 142,056 more votes than men, according to the Secretary of State's Office.
Republican men outnumbered Republican women by 10,883 votes, but Democratic women outpaced their male counterparts by 181,264 ballots.
Fox News exit polling in Colorado found that Clinton benefited from Latino voters and millennials.
Clinton won over Hispanic voters in Colorado by 40 points, according to the poll, but Obama won by 52. Trump won white voters, however, by only three points, 45 to 42.
But while Clinton appeared to take away a 10-point win from younger voters, seniors gave her only a margin of 49 to 47 percent.
Trump won unaffiliated voters by 3 points. Mitt Romney won them by 4 in 2012, the Fox News exit polling indicated.
"I'm still trying to reconnoiter what the hell happened," Denver pollster Floyd Ciruli said Wednesday morning.
If Latinos turned out strongly, "then it was clearly countered by a huge vote for Trump," he said
Clinton failed to inspire younger and minority voters the way Barack Obama had in the most recent elections, Ciruli said.
"It doesn't sound like anger against Trump was a sufficient strategy," Ciruli said. "That doesn't surprise me. Unless you have some inspiring figure, you just don't get the same passion."
Latinos delivered in Colorado
A coalition of left-leaning groups called America's Voice - and Colorado's Voice more locally - did exit polling on viewpoints Tuesday that suggested Clinton had a 79 percent to 18 percent advantage over Trump among Hispanic voters nationally. Many of the same groups touted a historic turnout by getting those with a tendency to skip elections to cast their ballots.
"In Colorado we have a lot to be proud of. We knocked over 500,000 times and talked to over 100,000 voters," said Alvina Vasquez, a spokeswoman for Colorado's Voice. "It worked, we were able to deliver Colorado. We also passed minimum wage. In other states we saw (Maricopa County Arizona) Sheriff (Joe) Arapaio ousted by the Latino vote, Nevada went blue.
"While the Trump presidency is a frightening proposition for our community, we are energized to keep working. We will come together to ensure families are safe. We will mobilize and continue to keep Latino voters engaged, because we are proud of the work that we did, and they should be proud that they participated in our democracy."
The group's exit surveys suggested some listened to Trump's economic message.
While 35 percent of Hispanic voters in Colorado cited immigration reform as their more important reason for voting, the economy was at 28 percent. Latino discrimination came in fifth with 11 percent.
Hispanic voters are a large bloc in Colorado, with about 1.1 million residents of Hispanic descent for 21 percent of the population, seventh-highest in the country.
In January, Pew Research said Colorado had 555,000 registered Hispanic voters. With 10 months of voter signups, that accounts for about 1`in 6 of Colorado's registered voters.
Millennial voters surge
Pew found that in 2014, nearly 30 percent of the state's voters were millennials, those ages 18 to 33, and about 18 percent of them turned out. Between 2010 and 2014, millennial voters increased by nearly 70,000, according to Denver-based polling firm Magellan Strategies.
Millennial organizations such as New Era Colorado pushed hard to sign up about 50,000 younger voters this year and had booths at seven college campuses to encourage students to vote Tuesday.
That's typically good news for Democrats, but in the primaries Clinton tussled with Sen. Bernie Sanders, who was popular with younger voters in Colorado's Democratic metro strongholds.
Sanders endorsed Clinton in the general election, but numbers are expected to eventually show whether Bernie-backing millennials sat out the election or voted for Trump or a third-party candidate.
"I don't like either one of them," said Jeff Smith, 21, standing in line to vote at the Auraria Campus in Denver Tuesday, declining to say who he would ultimately choose.
"To tell you the truth, I think one is as bad as the other."
A predicted soul-searching by Republicans post-Trump now turns to Democratic introspection, instead.
"The Democratic Party must go through a reckoning," Stephanie Taylor, co-founder of the liberal Progressive Change Campaign Committee said Wednesday morning. "Donald Trump tapped into the profound economic anxiety that so many people feel deeply in their lives.
"Progressives warned repeatedly that Republicans could outflank Democrats on trade, jobs, Wall Street, and corporate greed - and they did. This race should not have been so close, and Democrats will lose in the future - over and over - if they don't go through a serious ideological shift and follow Elizabeth Warren's lead, fighting against the rigged economy in a truly authentic and real way."