If you read through this thread:
you'll get info on hp gains. It should help you make a better decision.
It also depends on which 6 you have. Is it a 4cyl or a 6cyl? If you have the 4, a CAI doesn't make as much an impact on performance as it does on the 6cyl. I have a 4cyl so I opted for the Mazdaspeed CAI. If I had a 6cyl, I probably would have gone a different route. If you're that concerned with your purchase, return it and read up on it to make a better purchase. imho, I would return it.