I have a CX-5. While the AWD system is nice I couldn't say it is especially capable off-road. That video shows why if you look at what's happening: first scene as he's turning in to the descent trail he's dragging the right front bumper. That low bumper line is good for highway gas mileage but it means there's not nearly enough approach angle to avoid damage.
You can also see the right-rear tire lifting way high up in the air, which isn't so bad since it's quite extreme here, but in the next scene while he's descending you can see the right rear lift up again in a very mild situation. The suspension that's really nice for flat highways is killing it: there's not nearly enough compliance to keep tires in contact on even mildly rutted road surfaces. Picking a path that gives good traction is going to be hard and you'll be tempted to go fast and plow through the lost-traction areas. Especially on an ascent, when your putting a lot of power into the motor and keeping a low gear and maintaining speed momentarily loosing contact and then getting it back is the best way to break expensive parts.
And there's more things to look for: later on you can see body parts he's knocked loose on this very, very easy trail he's been driving. Again, it's just too low to go through even very mild trails without dragging bottom, and when you do it's way to easy to do damage.
Just because the AWD system lets you plow through shallow mud puddles (with a nice solid bottom) or up a sandy slope (that's not too deeply rutted) I wouldn't like to say this is anymore capable off-road than any other AWD equipped car or SUV.
