Capture curve
Also known as: Gains curve · Gains chart · CAP curve · Cumulative accuracy profile · Concentration curve
Shows what percentage of the events is already captured as you walk the base from worst to best score. The sooner the curve rises, the more the risk is concentrated in the worst scores.
Legal basis
Wikipedia — Cumulative accuracy profile
Order the base from worst score to best and add up as you go: in the first 10% of the base, what share of all the events have you already caught? And in the first 20%? The capture curve draws that cumulative answer. A score with no power at all follows the diagonal — 10% of the base, 10% of the events; a strong score climbs fast and flattens later.
It is the visual form of the same power the Gini sums up in a single number — in fact the Gini is the area between this curve and the diagonal, rescaled. The curve is what you use to decide where to cut: if the worst 20% hold 60% of the events, that is the volume that is a candidate for acceptance review or repricing.
Frequently asked questions
What is the difference between a capture curve and Gini?
They are the same information in different forms: the Gini is the area between the capture curve and the chance diagonal, rescaled to run from 0% to 100%. The curve shows where to cut; the Gini sums the power up in a single number.