As per datasheet, the AD7715 has no ability to generate a SCLK, it is exclusively and input you must provide with your controller. This isn't a bad thing, generating SCLK internally can be worlds of hurt to follow on your microcontroller without losing clock cycles.
What PIC pin are you using for SCLK? Verify that you have defined it as an output in the TRIS reg, and that no other PIC module may be controlling it (such as, if it's a pin that can be used for PWM, that the PWM reg hasn't enabled the module).
If the AD7715 is wired incorrectly with VDD==GND==5V, protection diodes will try to prevent the input from being pulled lower than GND, but you would still expect to see to drop to 4.7V.
Verify your PIC is otherwise operational. Make it invert some unused pin over and over and see that it's inverting on your scope.
I do not know what C.R.O. is, clarify if it's relevant.