This data is captured if you activate the history tracking for that field :
Go to Setup > Customize under Build > open Object where the custom field is > fields >Click on the button "Set History tracking" and add the History tracking related list to the object page through the page layout.
Go to Setup > Customize under Build > open Object where the custom field is > fields >Click on the button "Set History tracking"
and add the History tracking related list to the object page through the page layout.