1. Go to [Administration ► Site administration ► Users ► Accounts ► User profile fields].
2. Create a new 'text input field'.
   1. Set the shortname to: Capitalised (ensure first letter is capitalsied)
   2. Set name to 'Capitalised'
   3. Leave all other settings as default
3. Go to [Administration ► Site administration ► Grades ► General settings].
4. in 'grade_export_customprofilefields' put 'Capitalised,'
5. Go to a course with some students enrolled
6. Go to [Administration ► Grade administration ► Export ► Plain text file] and export the gradebook.

Note that you'll get an error about the field:

Notice: Undefined property: stdClass::$customfield_Capitalised in /Users/danp/git/integration/grade/lib.php on line 2757

Call Stack

#	Time	Memory	Function	Location

1	0.0004	282872	{main}( )	../index.php:0

2	5.9239	14994072	grade_export->display_preview( )	../index.php:62

3	6.0108	15271568	grade_helper::get_user_field_value( )	../lib.php:285

Note that if you use the uncapitalised version in the gradebook settings the field will not be exported.

So the only way to resolve this problem is to remove capitalisation from shortname.