Incumbents do typically have some advantage unless it is an anti-incumbent year (like this one).
there are a few things to keep in mind here though. CT like NJ and MA are knee jerk Blue states. given the chance they will always vote for the Dem unless the particular individual is absolutely heinous and even that sometimes does not stop them (think Barney Frank, Ted Kennedy). CT is looking more and more to me like the 2002 Senate race in NJ where Toricelli (D) the corrupt dip would have lost to the R (I think his name was Doug Forrestal) by nearly 10 points. At the last moment the Dems pulled a bait and switch and threw Lautenberg into the race while Toricelli bowed out. Lautenberg won - he was an acceptable D within the stain of corruption on him. At this point and time I would have to equate CT with the NJ scenario. All this being said i do think it is POSSIBLE but not LIKELY that an R can win this seat. Depends on how sour the mood gets come November.
Here, another take on incumbency. The RATS are the incumbent party in the two law making branches (well I guess the judiciary has taken to legislating from the bench, but that’s another topic.)
That said, throwing the RATS OUT, any RAT, in any race, anywhere is where the anti-incumbency mood you point out, may play out...even in CT, even in my silly blue WA State...