A group 35 battery is what is needed for the CX-5 2.5L. The everstart Maxx from walmart is a decent battery, on par with the interstate batteries, both are manufactured by Johnson Controls Power Solutions. Walmarts battery data base is not complete and doesn't even list a CX-5 model for the 2015 model year, but they still list a CX-7, weird. Anyhow just search for everstart 35 and you'll find it. Or anyother place that sells batteries should have a group 35 battery.
I can't say for certain, but it's possible that Johnson Controls also manufactures the OEM batteries for Mazda. My wife works for JCI and they have an agreement with Mazda for special pricing on their cars. JCI manufactures a good majority of OEM and aftermarket batteries. You've probably never heard of Johnson Controls but their brands are very popular, interstate, EverStart, duralast, ect