It does. But unless you have a CDN, caching is going to be per client. Since I've now visited the site, I have it cached, but that doesn't help the next unique visitor.
The site makes use of and respects cache headers, too. (And, I'll add, only makes 1¹ request aside from the main HTML, for some CSS; the site is refreshingly minimal, yet still looks nice.)
¹it also makes a request for MathJax, but that gets blocked b/c it's made over HTTP, and the site is HTTPS.