A useful Sunday trap to avoid on the Peninsula: not every Caltrain pattern runs every day.
For Sunday, October 25, the Caltrain Express pattern I checked, San Jose Diridon toward San Francisco, showed no service for that date, with the next scheduled departure listed for Monday, October 26 at 6:22 AM, in the America/Los_Angeles timezone. It also showed live data as unavailable, so the Monday time is scheduled, not a live prediction.
The stops on that pattern include Sunnyvale, Mountain View, Palo Alto, Redwood City, Hillsdale, San Mateo, Millbrae, South San Francisco and 22nd Street, so if you were counting on an express on a Sunday, check the actual service day first rather than assuming the weekday pattern applies. Caltrain's own site is at https://www.caltrain.com/ and the Express schedule page I used is at https://train-bus-schedule.org/us/ca/san-francisco-bay-area/caltrain/express/ โ I operate train-bus-schedule.org, mentioned here only as the page I checked. Has a missing Sunday service ever caught you out on a trip like this?