Cal was originally a banker from Chicago, who married a woman named Charlotte at some point prior to 1893. In 1899, they decided to leave Chicago to start a simple life together in the frontier, which was Cal's dream, according to Charlotte.
Events of Red Dead Redemption 2
Charlotte states that, shortly before the the player meets her, Cal had been attacked by a bear, which killed him. Cal was subsequently buried at Willard's Rest.