You can export features directly from your all features backlog, from a filtered view of your backlog, or on a per-release basis. Exports from any of these areas will give you a CSV file containing all of your features and their associated metadata values from both out-of-the-box and custom fields.
From the all features backlog, set your desired filters and find the 'Download CSV' button in the top right:
To export the features within a release, enter Plan mode and find the release you'd like to export. Look to the top right of the screen to find the Download CSV button: