Clay pots frequently crack or break during colder weather. This is because the clay is very porous and absorbs water. When the temperatures fall below freezing, the water freezes and expands, cracking or breaking the pot. It is also very difficult to overwinter anything in a container because the entire rootball is exposed to the cold winter temperatures and may freeze. The reason that perennial plants survive winter weather is because their roots are in the soil below the level where the soil freezes. They are insulated from the freezing weather. If you dig a hole in the winter and get below where the soil is frozen you will discover that the soil underneath the frozen layer is warm. I've actually done this! This warm layer is where the roots of perennial plants live. In areas where the soil freezes deeply enough, the roots will die which is why so few plants are hardy in the coldest growing zones. Only plants with very deep roots that can get below the deep-frozen layer of soil can survive.