Didn't he struggle against Linda McMahon in 2012 because of some personal finance problems? That race should've been a walk in a presidential year. Blumenthal did better against the same opponent in 2010 after all.
She spent $50 million to his $10 million (about the same as in 2010), and Murphy only did 0.2% worse than Blumenthal. Also, McMahon had wide name recognition (not necessarily good though to be fair) from running two years earlier while Murphy was still pretty unknown. I'm not sure if the CT electorate changes all that much between midterm and presidential turnouts since these results seem pretty static. I worked for Blumenthal and Murphy so I might be a bit biased here.