You need to ensure, you are set to sync you calendars, by going to the apple / system preferences / iCloud. You need to be signed into your iCloud account, and you must have calendars set to sync.
In iCal on your computer, your calendar must be an iCloud calendar. If it's not, and is simply an "on my mac" calendar, it will only stay on your mac. If you need to add an iCloud calendar, then go to "file / new calendar" and choose iCloud.
If you go to www.iCloud.com and sign in to your calendar, do you have the same number of iCloud calendars here, as you do in iCal on your mac?? Are they named the same??
Try adding a "test event" to an iCloud calendar on iCloud.com, and see if it syncs over to the computer, and to the iPhone