Chain of custody is about tracking evidence after it's received by the justice system.
Chain of custody is about tracking that evidence after the cop gets it, to audit/avoid tampering.
If you get assaulted, and you bring in soiled underwear in a paper bag, that is admissible in court.
The chain of custody starts when the cop puts that underwear in an evidence bag. Otherwise courts would never be able to admit ANY evidence brought forward by a victim.