As Jason says, they rarely cancel. This past Christmas Eve I flew out of Tortola on Cape Air. It was around 5 pm and the last flight of the day. I saw the plane taxi up and then realized I was the only passenger. I was extremely grateful they kept the flight on. The pilot was great company, an Italian now living in the US. There were lofty heavy rain clouds at the PR end of the flight that we sometimes flew around and sometimes went straight through ...a rich and fulsome scene. When I got to SJU a Cape airline employee walked with me all the way through the airport directing me on everything I would need to do before connecting to my flight.
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