There are no performance undergrad degrees offered at Yale. The music study is in the academic disciplines of composition, theory and history. Undergrads can rarely take applied lessons with Yale SOM applied faculty, but may find some extremely talented world class musicians amongst the grad students. That being said, there are wonderful opportunities for performance at Yale at many levels.
I'd suggest you spend some time at the music major forum. A list of schools is here
Suggestions of Colleges with Music Majors
Use the "search this forum" function while there and you will find numerous threads detailing programs, specific schools and various combined disciplines.
You mention performance. Instrumental or vocal? Level of ability is critical, as schools like Rice, Oberlin, Bard and others are all highly competitive auditioned based programs.
I'd also recommend reading the seminal post here
So You Want To Be Music Major - One Family's Experience
Peabody has a wonderful set of overview articles here as well
Peabody Institute - Conservatory Admissions: The Articles
Good luck.