Last night Macy Gray took her new covers album to the Late Show with David Letterman to share her take on Radiohead’s “Creep” with the world.

Last night Macy Gray took her new covers album to the Late Show with David Letterman for a performance of her take on Radiohead’s “Creep.”

Gray doesn’t veer much from the original — the music and arrangement are exactly the same, as a matter of fact. Simply putting Gray’s rough, distinctive vocals on the song offers enough of a change from the original to make it unique. Where you expect Thom Yorke’s almost desperate falsetto, you get Gray’s much lower, much raspier vocal treatment.

Gray swayed through the performance, even mimicking the lyrics with hand gestures at times. The performance is available to stream on last night’s episode of Letterman.

Gray’s latest album, Covered includes “Creep,” along with her distinctive versions of Celine Dion’s “The Power of Love,” the Eurythmics’ “Here Comes The Rain Again,” and Metallica’s “Nothing Else Matters,” among an eclectic listing of songs.

-Courtney E. Smith, CBS Local