Cation is same in all case while anions are different.
According to Fajan's rule, Larger the anion, less is the effective nuclear charge that holds the valence electron of the ion in place. Since the last electron is loosely bound in large anions, it can easily be polarised by a cation, thereby making the compound more covalent.
Hence, the larger the size of the anion, greater is the covalent character of the ionic bond.
CaF2<CaCl2<CaBr2<CaI2