In zone 5, any of the temperate carnivorous plants will survive is covered during really cold weather to avoid the freeze thaw cycle or desiccating winds while the plant roots and rhizome are frozen.
I live in zone 8a and leave mine outdoors and uncovered even when the temperature gets down to 10 deg F at night, as long as it is not going to be an extended freeze or windy during the sub-freezing spell.