Was C+ paid, or a comp upgrade? You might get a token amount of miles or an e-cert if downgraded on a comp upgrade and you complain, but they don't have to refund any fare difference. Amount of miles and e-cert may vary depending on whether the delay was due to weather or mechanical (there are delays into northeast airports today due to low clouds). EU261 comp rules do not apply to US airlines on flights originating in the US.