Because it's so far from CDG to Colmar, I'd suggest taking the TGV from CDG to Strasbourg and renting the car there. However, a recent poster (from the US West coast) reported difficulty making the connection time at CDG. And the car rental price might be different with a second return location.
I know that Colmar gets many good reviews. I would point out that it's a small city that doesn't require more than a day, at the most. If you stay there, the convenience of hotel parking will be pretty important. We stayed in Ribeauville, the kind of place that might have less traffic or parking annoyances. An important consideration is whether you plan to eat dinner and walk back to the hotel, or eat before returning to your home town. Naturally, European mealtime hours affect this decision. There were not enough restaurants in Ribeauville for a week, but maybe I should have done a better search. L'Auberge de L'Ill was a high point (high $$$ too) of our Alsace trip.
We didn't have time for outdoor recreation, but I see there is a Natural Park in that area. An excellent Rick Steves destination, Besancon, is within reach. If the weather turns bad, the museums of Basel (and the Vitra Design Museum in Weil am Rhein) are possible day trips. I agree that Freiburg is a nice destination.
You didn't mention wineries, but be aware of strict drinking and driving enforcement in Europe.