Far enough to show how the funds were accumulated lawfully: employment history, plan statements over the years, contribution records and tax filings, then the withdrawal and transfer records. There is no fixed number of years; the standard is a credible, documented history.
Show the accumulation, then the withdrawal, then the transfer
Hypothetical example: a Rothesay executive worked for the same utility for twenty-eight years and contributed to its pension plan throughout. The lawful source is his employment; the evidence is his employment record, annual pension statements, T4 slips and tax returns for as many years as reasonably obtainable, the commuted-value election form and the administrator's confirmation of payment. For the RRSP, the annual statements, contribution receipts and the withdrawal confirmations with tax slips show accumulation and withdrawal.
The path is then the bank statements showing receipt of each payment and the transfer to the escrow. Where very old statements no longer exist, the plan administrator's summary and the tax authority's records can fill the gap, and a short explanation of any missing years should be included. Records in French require certified English translations for USCIS.
A clear index tying each document to a step in the chain is worth the effort.