I use the back of a flannel backed table cloth, and/or a piece of batting (warn and natural)
I hung a dowel rod and used binder clips to attach the table cloth. My problem living a "cape" is I don't have a choice of walls.
For a portable one I bought on sale cheap stretched canvas and stapled a piece of beige flannel I had on hand. 3 pack of canvases for less than $10.00.