It depends. For exception handling, the compiler has to do something - otherwise it could not do stack unwinding and such. That means yes, exception handling decreases performance - even if the exception is not thrown. How much - this depends on your compilers implementation.
On the other hand you have to question yourself: If you insert your error handling code yourself, would it really be faster (measure it - don't guess it). Can it do the same as exceptions (exceptions can't be ignored by the client - error codes can - and they can do stackunwinding which error codes can't). Additionally, the code can be written to be more maintainable with exceptions.
Short: unless your code is very very very very very time critical, use exceptions. Even if you decide against them: measure first. One exception to the rule: it's a bad idea to throw exceptions across module boundaries or in a destructor.
