I'm not sure if capitalism is directly its own religion or if its a consequence of Christianity?
My current guess is that Christianity gave Europeans an excessive sense of their own superiority. With that they then went out and conquered the Americas and Africa with colonialism, and imposed the economic system called capitalism.
The three Cs seem deeply connected in hard to separate ways.
As examples:
Is it even possible to separate americas work obsession from the Protestant work ethic?
The American wealthy classes seem to be heavily invested in spreading prosperity theology.