Calendar.app extremely slow in El Capitan. Rebuild cache? Other solution?
I guess I had the same problem and just found a solution - at least in my case it helped a lot. Not as fast as it was in the past but much faster than it was after updating to El Capitan. And no more spinning balls ;)

Close Calendar.app, go to ~/Library/Preferences/ in your home folder and delete com.apple.iCal.plist.

Good luck!