I'm further east and rarely head to Connecticut, but Google Maps thinks Amtrak takes about forty-five minutes (Stamford to Penn Plaza).
It's about forty miles, giving us a rough speed, and another quick search says that trains ran faster in the '40s, between 80 and 100mph. So, figure somewhere in the neighborhood of half an hour, and you probably wouldn't be too far off.
I believe all that assumes express trains, though nobody made it clear.
It might be worth calling the Amtrak offices to see if they have a historian somewhere or know of one, to get a better picture than just a ballpark number or two.
(Because someone wants to know, and I just had a similar conversation, we ride slower today because drag increases with the square of the speed, and drag is where most of your fuel consumption comes from. That's also why most roads in the US have a speed limit of 55mph. You didn't think that was for your protection, did you? Please...)