Should I transfer to UCLA?

You don’t say what your major is. Specifically in STEM fields, your academic record is more important than the school you attend (within reason). If you are really determined to go to graduate school, then do all the right things to make your application a good one. Get involved in research, develop good letters of recommendation by impressing your professors and get good grades in the most challenging curriculum available to you at your school. Plenty of students from CSUs go to good graduate programs. There is no need to transfer and spend an extra year in college when you plan to continue for a graduate degree. Getting a lot of A’s at your school and taking the toughest courses in your major will certainly be better than getting B’s in the same courses at UCLA.