He very publicly left Saturday Night Live for In Living Color and his presence on the latter was heavily advertised. His "Good lawd that's a lotta money" was a major highlight for both him and the show. His stand-up shows that I remember from that point advertised him as "From television's In Living Color" as opposed to "From Saturday Night Live." Granted, that could have just been a marketing angle, but I think it's at least worth noting. Also based on interviews, he had every intention of staying on the show had it not been abruptly cancelled after it's 5th season. Chris also continually credits In Living Color for allowing him to be simply funny as opposed to be the funny black guy, which is how he felt on SNL.