How to use calendar groups with iCloud calendars?

How can I use calendar groups with my ICloud calendars? Just like with the "on my mac"- calendars Add or delete calendars on Mac - Apple Support

Would be an incredibly useful feature for organisation and productivity. Eg. you might have different aspects of life, work, personal, hobbies (create calendar groups to quickly show/hide specific activities). And in every "big" category you have sub-categories like meetings, household, gym, mails, etc. (individual calendars).

If it does not yet exist, it hopefully shouldn't be too complicated to be implemented, as this feature already exists for local (on my mac) calendars.