Interesting that Napa (and Amazon) list the same air filter for the Mazda 3 as they do for the CX-5. By extrapolation, that would mean the K&N air filter for the Mazda 3 (which fits all the 3 engines including the Skyactive 2.0) would fit the CX-5.
Also by extrapolation, if the stock filter is big enough for the 2.5 liter Mazda 3, it must flow plenty for the 2.0 Skyactive. No wonder the Corksport filter didn't improve performance significantly.
I think I'll head over the 3 forum and see if anyone is happy with their K&N filters. Read a few posts in various forums and the consensus is the K&N contributes to worse gas mileage, probably allows more dirt into the engine causing faster wear, and may provide 1% - 4% more horsepower but only at maximum RPM. Might save some money over replacing stock filters for a lifetime but if you lose 5-10% fuel economy, it actually costs more.
The filter is only $20 at Napa versus $28 at the dealer. I don't mind saving $8 when I change mine.