We need more info. Are you saying you've lost all calendar info on all devices, or are the events you had still there, but the problem is with NEW events added on one device not showing up on the others?
Are you having similar problems with the other databases, like contacts and notes?
To check whether a new event from one device is even making it to icloud, log into icloud.com with a computer's browser and look at the calender there. If the event does not show up, then the device is not sending the data to icloud. If the event is there, then icloud is not able to send the data to the other device(s).
I noticed that when I edit an event on iCal, it's not automatically changing on my other two devices. Everything has been working fine until about 2 weeks ago. I tried a fix online that suggested I turn my caldendar on my iphone 5 off then on again and it seemed to work, briefly. I did login to iCloud from my MacBook and the calendar there is not updating. I visited System Preferences and the "back to my mac" is not checked and there is currently a message that says my NAT port is currently turned off on my router. Could that be the issue here?