The subject says it all.
I've asked here as well: http://social.msdn.microsoft.com/Forums/en-US/windowsazuredata/thread/9a2dbd9f-1b9d-4249-a48b-216d9dfdc2bc, but didn't get an answer.
According to this link, caching(preview) is not supported for production at this time. http://msdn.microsoft.com/en-us/library/windowsazure/hh914172.aspx
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