CMake dependency graph for custom targets

The CMake manual clearly states:

--graphviz=[file]

Generate a graphviz input file that will contain all the library and executable dependencies in the project. See the documentation for CMakeGraphVizOptions.cmake for more details.

So, as far as I know, your custom target is neither - nor library, nor executable to be included into the resulting graph.

As some might stumble over this question.

With CMake 3.17 custom targets can now be included
https://cmake.org/cmake/help/v3.17/module/CMakeGraphVizOptions.html (related issue 17960)

GRAPHVIZ_CUSTOM_TARGETS

    Set to TRUE to include custom targets in the generated graphs.
        Mandatory: NO
        Default: FALSE

GRAPHVIZ_IGNORE_TARGETS

    A list of regular expressions for names of targets to exclude from the generated graphs.
        Mandatory: NO
        Default: empty