Having had a CX5 since 2012, I've had the chance to put it through it's paces a bit in lots of conditions.
My conclusion is, yes, it's a capable car in the snow. But it's capability is far more dependent on the tyres than the car itself. IMHO, the OEM Toyo tyres are pretty useless in the snow. The Michelin Latitudes, I currently have are a lot better. If I could justify it (and was sure it wouldn't interfere with the TPMS system), I'd have a separate set of wheels with winter tyres fitted...
Alan