Cold hardiest Cordyline australis I've personally witnessed is about -9c but generally -7 or -8 celcius without trouble. I have some seedlings started from a parent plant in the Northern part of Holland that is reported to have shaken -10c without any ill effects. This, from a grower and reputable nurseryman there. Whether or not they hold up to that reputation here, remains to be seen. Cheers, LPN.
I've seen Cordyline survive -10°C in England, but not lower than that. To survive in Calgary, it would very definitely need winter greenhouse protection; this might not be too difficult to do with a portable cover for a small specimen. Otherwise, perhaps an Agave or a Yucca? Some of them are far more cold-tolerant.
I believe that Calgary is now considered to be Zone 4a, not much help but there has been a definite warming trend. I have an experiment going with needle, sabal minor, various bamboo and bananas. They will be outdoors through the winter but I have taken some significant winterizing steps. I have a large variety of cold hardy palms that I keep out from April to November and inside under lights through the coldest months. These outdoor plants is an experiment for this year so we will see how it goes.