I don't know if I'm doing something wrong...

Might be watering them inadequately, missed the peak growing season, which is summer (most likely, though some are still growing) impatient or all of the above but I feel like that's the size they grow, apparently I've read somewhere that they're of the "ornamental" variety which means they're that size when they've matured, but the picture shows a bigger size. They're Thai Dragon Chilies. Unless I wait until next year to see if they grow bigger or to move them to a bigger pot.