Okay, I didn't use the right terms. I do use Time Machine. Here is my problem. My cloud space is almost used up and I am assuming part of the problem is that there is five years worth of calendar space "up there". Can I control how far back the calendar goes without going back and deleting years worth of the calendar events?
OK, now I see.
First, calendar entries are tiny, I doubt that is causing the issue. I have 4 years of events in mine and it occupies less than 2MB.
Go to System Preferences> iCloud>iCloud Storage>Manage and see where the space is being used, unless your calendar has large numbers of large attachments it is not the issue.