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Dalek Caan was one of the four Daleks making up the Cult of Skaro. Like the other members, he thought like the Daleks' enemies in order to find new ways of defeating them. Caan's most notable achievement was breaching the Time Lock placed upon the Time War, which Davros said "cost him his mind". Caan was seemingly killed, along with the other remnants of the New Dalek Empire, when the Crucible was destroyed.
Battle of Canary Wharf
Dalek Caan was one of the three Standard Daleks who were created to follow the Cult's leader: the supreme Dalek Sec. During the Last Great Time War between the Daleks and the Time Lords, the Cult took the Genesis Ark and fled the war into the Void, resurfacing later in London in 2006.
Arriving in 2006, Caan, Jast, and Sec scanned the brain waves of Dr. Singh and discovered another species had invaded Earth. Upon discovering it was Cybermen, the Cyber-Leader declared war while the Cult claimed it to be "pest control". Caan took part in the Battle of Canary Wharf while the Genesis Ark (accidentally activated by Mickey) released millions of Daleks onto Earth. Because they had been through the void, they were covered in void stuff. The Doctor was able to open the rift the Cybermen had come through and reverse it, sucking in all beings covered in void stuff. As the Daleks were sucked into the Void, Dalek Caan and the rest of the Cult activated an emergency temporal shift and escaped. (DW: Army of Ghosts/Doomsday)
The Final Experiment
The Cult ended up in New York City in 1930 and recruited Mr. Diagoras, the head of construction for the Empire State Building. He kidnapped people for their research and for what they called the "Final Experiment". During their time in 1930, Dalek Caan served as the Cult's connection to Diagoras. Eventually, Caan took Diagoras to see their leader Sec who merged with Diagoras in his casing to become the first Human-Dalek. (DW: Daleks in Manhattan)
After Sec became a Dalek-Human, he showed feelings that their creator, Davros, was wrong about removing emotions and that the deaths at Hooverville were wrong. Caan and the other members felt that the plan Sec had for the new Daleks was unacceptable; it would change everything that makes a Dalek a Dalek and the Daleks would no longer be supreme. Feeling Sec was no longer a Dalek, Caan led a mutiny with Dalek Jast and Dalek Thay to imprison Sec, having poured a different gene solution into the Dalek-Humans than Sec had wanted, making the new bodies 100 percent Dalek.
Dalek Caan made himself Controller and became connected with the Dalek-Human army. When Thay and Jast ordered the new Daleks to destroy the Doctor, they questioned orders and the Doctor explained that he got in the way of the gamma strike which brought them to life, his DNA becoming mixed with theirs, giving them a little freedom. When a battle broke out between the Daleks and the Dalek-Humans, Jast and Thay were destroyed. Caan saw the new Daleks as failures and killed the entire species.
Caan was the last member of the Cult and, by extension, the only survivor of the entire Dalek race, therefore he was narrowed down to be the entire Dalek species. The Doctor confronted him and offered Caan help and compassion, as he didn't want to cause a genocide. Caan activated an emergency temporal shift and escaped. (DW: Evolution of the Daleks)
Insanity
Dalek Caan teleported to the Time War, despite it being time locked. Once there, he found and saved Davros, something which the Doctor himself had failed to do. After the Daleks moved Earth to the Medusa Cascade in 2008, Dalek Caan resided on the Dalek spaceship, giving cryptic information to Davros.
The Supreme Dalek on board the spacecraft claimed that Caan was insane, a notion which Davros dismissed, claiming that nothing would be possible without Caan. This shows that Caan had a certain amount of respect from Davros. However, Davros acknowledges that he had become mad due to the strain of time-traveling directly into the Time War, corroborated by Caan's insane laughter and talking in seemingly precognitive riddles in an almost sing-song voice. His battle armor is also badly damaged; the upper dome completely gone and the armor opened up to show the Dalek Caan mutant. The gun and sucker attachment are also permanently extended, but seemingly unusable(DW: The Stolen Earth)
The Prophecy
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Following the movement of Earth to the Medusa Cascade, Caan made a prophecy, detailed above. The prophecy was fulfilled in Journey's End: The "three fold man" referred to the Doctor, the Meta-Crisis Doctor, and the "Doctor-Donna", the latter two having been created when Donna Noble touched the Doctor's spare hand, which had moments ago been used as a repositary for the Doctor's Regeneration energy, resulting in the Meta-Crisis Doctor's creation, and Donna receiving the mind of a Time Lord. The "Children of Time" were Rose, Jackie, Mickey, Sarah Jane, Captain Jack, and Martha who had all travelled with the Doctor at some point beforehand. The Doctor's soul was revealed as being a man who refused to use weapons but moulded his companions into weapons as Davros revealed when Jack, Sarah Jane, Mickey and Jackie and separately Martha were threatening to end a great deal of lives in order to stop the Daleks and their plans. Their threats were all foiled when the Supreme Dalek had them teleported to the vault. The Meta-Crisis Doctor and Donna arrived to try and stop Davros, who incapacitated them both. However, Donna's Time Lord mind, having lain dormant, was "jumpstarted" by Davros's attack. Using her human ingenuity coupled with her Time Lord knowledge, she deactivated the Reality Bomb and disabled Davros and his Daleks. Davros demanded to know why Caan had not forseen their defeat, which Caan replied to with mad giggling. The Meta-Crisis Doctor deduced that Caan did forsee these events, and helped manipulate the timelines, bringing events to their conclusion. When Davros accused Caan of betraying the Daleks, Caan replied that he had seen the Daleks: He had witnessed the evil of his kind throughout all of time of space and how many innocent lives were massacred at the hands of his race, and had decided to put a stop to it - he realized Dalek Sec was right - "If you chose death and destruction, death and destruction will choose you." Dalek Caan pressured the Meta-Crisis Doctor to destroy the Daleks, which he did, as they were too much of a threat to the Multiverse. Through the Meta-Crisis Doctor's machinations, the Crucible istelf began to explode, bringing forth the "never-ending flames" Caan had prophecised. Caan was last seen on the exploding Crucible with Davros, reminding the Doctor before he left that "One will still die." His fate, like that of Davros, remains unrevealed.Dalek Caan like Dalek Sec,remorsed for his actions of murder,and possibly mourned for the victims of the Daleks.
Apparently, the companion who "died" was Donna, whose memories of her travels with the Doctor had to be erased to save her from burning out from the Time Lord knowledge that she carried. Should Donna ever remember her travels, the full knowledge will return, and destroy her. The Doctor told her family that the Donna she had become was dead.