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Presently, Colorado has no law entitling an employee to a copy of their employment records, nor does any law require an employer to inform an employee as to the nature or status of any investigation being conducted against them. The general rule is that employment is "at will," meaning terminable at any time for virtually any reason, fair or unfair, true or untrue. So, learning the details of the investigation probably would not be of much help to you anyway because proving your factual innocence would not legally prevent your employer from taking adverse action against you.
In the interest of providing the most complete possible answer, I should note that Colorado just recently passed a law entitling employees to review their personnel files. However, this law does not go into effect until 2017. Moreover, the law specifically excludes document relating to confidential investigations and active investigations, which very likely means that your employer would not have to reveal the documents relating to this investigation of you anyway.
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