Last year, St. Vincent released her album Daddy’s Home. The record was divisive among critics, but it won Annie Clark a Grammy. Right now, St. Vincent is opening for the reunited Roxy Music on tour. On Monday night, she and Roxy Music played New York together. Last night, St. Vincent stuck around NYC long enough to do musical-guest duties on Stephen Colbert’s Late Show.

On Colbert, St. Vincent played “Down,” a Daddy’s Home single that leans hard into a funky kind of strut. She had help. On the show, Annie Clark played with The Colbert house band, which is now led by Louis Cato after Clark’s fellow Grammy winner Jon Batiste left the show. It wasn’t her first time playing with those guys; they covered Fleetwood Mac’s “Dreams” together a couple of months ago. Still, it’s fun to see those guys locking in with Clark. Watch the performance below.

Daddy’s Home is out now on Loma Vista.