The function sequence is
\begin{equation} f_n(x)=x^{1+\frac{1}{2n-1}} \end{equation}
I know that, in order to prove it, I need to show that given $\varepsilon > 0, \exists N \in \mathbb{N}$ such that $||f_m -f_n|| < \varepsilon, \ \forall m, n \geq N$.
I've shown that
\begin{equation} ||f_m -f_n|| = \max_{x \in[-1,1]} |f_n(x)-f_m(x)| = \max_{x \in [0,1]} |x^{1+\frac{1}{2n-1}}-x^{1+\frac{1}{2m-1}}| \leq \max_{x \in [0,1]} |x^{\frac{1}{2n-1}}-x^{\frac{1}{2m-1}}| \end{equation}
and, from what it looks like in Desmos, the $\max$ of that function decreases as $N$ increases, but I don't know how to prove it. I've tried to work out the derivative of $g_{n,m}(x) = |x^{\frac{1}{2n-1}}-x^{\frac{1}{2m-1}}|$ and find the zero of that and see how it decreases with $N$, but there must be an easier way...
It is easier to prove that $(f_n)_{n\in\Bbb N}$ converges to some function in $f\in C([-1,1])$. And it does. Just take $f(x)=|x|$ and use the fact that$$f_n(x)=x^{\frac{2n}{2n-1}}=|x|^{\frac{2n}{2n-1}}=|x|^{1+\frac1{2n-1}}.$$So, since the sequence $(f_n)_{n\in\Bbb N}$ converges, it is a Cauchy sequence.