He changed it to Cristóbal Colón, which is what he called himself in his adopted home of Spain. It’s also the only signature he used on record.
Although, according to most accounts, he was born as Cristoforo Colombo in Genoa, Italy, which, when put through the anglification blender, gives you Christopher Columbus.
If you ask me, he probably wanted to launch his own scent.
Thanks to Jorge Venegas for informing me of this.