The Earth revolves around the sun in a giant ellipse, and so is not always at the same distance from the Sun throughout the year.
Contrary to what you might expect, the Earth is closer to the Sun during our winter season. But, since the Earth’s axis (the imaginary stake that runs through the planet from the North to South Pole) is tilted at 23.5 degrees, the amount of sunshine in each season is more strongly regulated by this factor than by the distance to the Sun.
During winter, the North Pole is tilted dramatically away from the Sun, so the intensity of solar radiation is weaker and the daylight hours shorter in the Northern Hemisphere. At very high latitudes in the Northern Hemisphere, like northern Canada, the Sun is hardly ever above the horizon and the 24-hour day is dominated by darkness. The consequence of this darkness is extended periods of cooling and the production of extremely cold air masses near the surface.
By about the end of January, the very coldest air masses of the season have usually been produced in the high Arctic. These air masses gradually slide southward over the same period of time, usually bringing our coldest temperatures of the year in the last week of January or first week of February.
After that, the Earth’s continued orbit around the Sun produces a gradual increase in the intensity of solar radiation in the Northern Hemisphere. As a consequence, it becomes harder and harder to produce frigid arctic air masses to our north and the threat of a deep freeze is reduced.