I just made the same switch, though I've still got to wind down a few already-purchased UA flights before getting onboard CO for most of my ongoing travel.

Note that as a 3P, I don't think CO is going to give you a status match. Other than UA seating 1 boarding and free E+, UA 3P as a "gifted not earned" status isn't really the equivalent of any other airline's elite status, even their lowest.

So you'd be starting from the bottom on CO. No EliteAccess boarding, no preferred check-in, no upgrades (no upgrades on UA for you now either though, unless you buy e500s at the discounted elite rate), no RDM bonus (since you don't have any RDM bonus as a 3P either, no big deal).

I suppose it wouldn't hurt to *ask* CO for a match, but in your case I wouldn't expect it. Make your decision upon flying CO as a GM for your first 25K miles.