Yesterday Father John Misty released “Goodbye Mr. Blue,” a lush and death-haunted retro country ballad from his forthcoming album Chloë And The Next 20th Century. And last night, he performed it on The Late Show, roaming the Ed Sullivan Theatre stage in jeans and a white button-down, head shorn to a buzzcut. Although backed by a sprawling band that included pedal steel and a string section, the performance was all simmer — the sound of slowly drifting through sadness with no hope for reprieve. When it was over, Stephen Colbert told Josh Tillman, “Thank you, John.” Watch below.

Chloë And The Next 20th Century is out 4/8 on Sub Pop.