It's about a man, Simon (Stanislas Merhar) who's constantly following his girlfriend, Ariane (Sylvie Tetsud) or, when he's not following her, asks her friends what she's been up to and if they think she's going to leave him. The whole relationship is obviously deeply flawed, but at the same time there does appear to be genuine love between them.
The connection with Hitchcock is most strongly with Vertigo (1958), there are even shots of Simon following Ariane in a car which is almost exactly like scenes from Vertigo where Scottie (James Stewart) follows Madeleine (Kim Novak), the difference is that it's now in Paris instead of San Francisco.
It's a slow and slightly offbeat film, and almost as good as Chantal's early film Je tu il elle (1976), one of the truly great films. La captive has a haunting quality, which sucks you in to its own world, and creates an eerie feeling, which gets stronger and stronger as the films progresses. It's very well done.
It's a pity though that I've not yet read all of Remembrance of Things Past, as I would've liked to compare the original and the interpretation. But that's the kind of thing that can wait.