Everything depends on the scenario, so just giving a specific number may not applicable for your scenario. By using thrift wso2event protocol CEP can process over 100000 events per second. Depending on the complexity of the query performance numbers could change. Also you need to consider about the resource allocation such as memory heap size and etc. Allocated memory will be significance if the size of the event is high, Therefor things like number of receivers, publishers and execution plans depend on the complexity of process. As these are very dynamic situations you can tune the CEP instance according to your scenario. Please refer Performance Tuning Recommendations [1] for more details. For an instance, of you require to achieve very high throughput but you are not concerned about the latency, you can increase the QueueSize in data-agent-config. Depending on the size of the event, sometimes you may also have to increase the heap memory as well.
[1] https://docs.wso2.com/display/CEP400/Performance+Tuning+Recommendations