Revised ID based on wing markings
I found this little guy when I was towards my car at my aunts house. She has a lot of plants outside of her house and she also lives next to a park, and I see a lot of these all the time nearby.
This fly is not native to Colorado but instead its native to Europe and Northern Africa. This fly was resting on the sidewalk in the shade for the few minutes I watched it. It was in an urban environment about 3 meters away from any greenery.