Thanks for checking further Pharm... I paricularly like the following which should give us further insight:

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Any information on the form/cover sheet will be made a matter of public record. This includes information in an attachment. It will immediately be available on the Secretary of State website....

When Is the Colorado Periodic Report Due?
Find your reporting month on your entity's summary page. Look under “Periodic Report Month.” You can file your periodic report two months before your report month. If you don't file on time, you'll have two months after your regular report month in which to file.

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Name change can even happen within two months before that 2/28 timeline.