One error is the presence of an acid source which results in moving the below equilibrium (written in the reverse of the formation reaction) to the right which occurs slowly with water for many peroxides:
$\ce{ CaO2 + H2O <=> CaO + H2O2}$
Even if you performed the indicated reaction above with H2O2 acting on CaO, you still should check the pH of the hydrogen peroxide, as it is likely acidic. Apparently, phosphoric acid, for example, is frequently employed stabilizer for H2O2 as neutral to basic H2O2 has a much reduced shelf-life.
Further, any presence of a transition metal (Wikipedia on Magnesium peroxide cites an issue, for example, with iron) could also move the equilibrium to the right. Select transition metal oxides are known to produce a cyclic decomposition reaction with H2O2, again effecting the above equilibrium.
My success making a peroxide also entailed working with cold solutions, albeit, in the presence of a stabilizer (like sodium silicate), one may work at warmer temperatures.