From a technical standpoint, these are always impressive projects, but I've always wondered: has anyone ever encountered a use case where the Caddy was the bottleneck?
That being said nginx has some terrible defaults so if you're just naively benchmarking it as a proxy out of the box, you might find Caddy to be better. For example nginx caches active request bodies (in and out) to temp files in many scenarios (to block the backend/upstream as little as possible), whereas Caddy is more of a transparent proxy.
In my experience, in terms of latency, Caddy is a lot faster, every single time. I don't know what modifications I need to do to nginx to make it comparative but Caddy easily shaves half of the connection and transfer delays on my local network.