Dalek Caan was one of the four Daleks that formed the Cult of Skaro. Appearing alongside his fellow cultists during the Battle of Canary Wharf and during their Final Experiment in 1930's New York, he assumed leadership after Dalek Sec lost his authority. After the failure of the Final Experiment and the deaths of all the other cult members, Caan ordered his faulty army of Dalek-Humans to self-destruct and then activated an emergency temporal shift to escape the Doctor.
When Caan fled through time, he attempted what no other Dalek or Time Lord had accomplished and succeeded: he breached the Doctor's time-lock surrounding the events of the Last Great Time War and rescued the creator of the Daleks: Davros. The transition through the time-lock took its toll on Caan both physically and mentally: his casing was torn apart and his shriveled mutant form had partially melted. The experience had apparently driven him mad as well and from then on he would frequently ramble incoherently and become prone to outbursts of insane laughter.
Breaching the time-lock had another unforeseen affect on Dalek Caan: he developed a form of precognition, having been exposed to the entirety of time itself and seeing all things that ever had or would happen. His seemingly maniacal ramblings were in actuality prophecies, all of which would come true.
While Dalek Caan had originally intended to save Davros in order to restore the Dalek race, after penetrating the time-lock his new mindset allowed him to see the Daleks for what they were and all they had done throughout their existence. Caan realised that the Daleks could not be allowed to exist any longer, but was in no position to stop Davros and his New Dalek Empire from completing their plan to destroy all universes with their Reality Bomb weapon. He was, however, able to arrange for the Doctor and several of his allies (which he referred to as the Children of Time) to come together aboard the Dalek Crucible and interfere with Davros' scheme and annihilate the Dalek fleet. As the Crucible was torn apart by a massive power feedback, Caan and Davros were surrounded by fire and apparently died together when the station exploded, though the Doctor would encounter Davros again some time following this event.