Caffe uses Google glog library for doing logging, you can take a look at where it is stored in your system.
For me, I tried to save the output of caffe during training in a text file, and with little effort, you can process these logs to have the graph you want.
FYI, to print the output of caffe during training to both terminal screen and text file, use the following comment:
$ traing_caffenet.sh 2>&1 | tee -a path/to/text/log/file.txt
This seems to be unprofessional, but it works for me. Hope that this helps!