Yes it stays outside all winter.
Similar thing happens to my aeonium arboreum as it makes its lovely color changes thru the seasons:
Photo on April 2010
Photo on June 2011; Have moved the plant in a shadier side of the garden, so it is not so red, just on the edges
Photo on Sept 2011
My Echeveria Paul Bunyan does the same showy color change too, and its ridges are either smooth, then bumpy
