The 2-1 win on Saturday night shows Chelsea can compete with the best, insists Caicedo.
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"It is too early to say we are going to win," said Caicedo.
"For sure we want to win the Premier League. We will take it step by step because the Premier League is tough, but we are going to do our best."
On matchwinner Estevao Willian, Caicedo also said: "It’s a great feeling that Estevao scored, he is doing a great job here. We are happy with him.
"You can see on the pitch, even in training, he is so good, he is showing his quality. We have tried to help him because the Premier League is so different and he’s making an impact here. We are so happy with him here."