Last year it rained all summer. My three regulars, cayenne, portugal and hot hungarian wax had little heat even at summers end.

Could be weather related altho Cheyenne is not an overly hot pepper under the best of conditions. There are much hotter cayenne varieties.

If you want more picante, plant more picante varieties.than cayenne.

I have a few other varieties growing including what's turned out to be a golden Cheyenne.
Randal