Cut each of the lemons and Cara Caras in half, then slice very thinly with a very sharp knife. Discard any seeds. Place all the citrus and juice into a stainless steel pot. Add water, and bring the mixture to a boil, stirring occasionally. When the mixture begins go boil, remove from the heat and stir in sugar until dissolved. Cover the pot and let it sit at room temperature overnight.
The next day, bring the mixture back to a boil. Reduce the heat to low and slowly simmer, uncovered, for about 2 hours.
Then, turn up the heat to medium and cook for another 30 minutes. Skim any foam from top. Continue to cook until the marmalade reaches 220 degrees F. To check readiness, drop a spoonful on a cold plate and see marmalade firms. It shouldn't be hard, but it shouldn't be runny, either. If it's not firm enough yet, cook for a few more minutes and try again. Also, the marmalade will be a little on the runny side the first day, but will set up a little more in the jars. (If it's too hard, add a bit more water.)
Pour the marmalade into clean, hot mason jars. Wipe the rims of the jars well before putting the lids on. If after a few minutes, your jars haven't sealed (the buttons in the middle of the lid should be sucked in and not move).