A religion is a system for the expression of belief, so they're not quite the same thing. I.e., likely there are pre-existing words that already describe what your belief(s) are, e.g. pantheistic, monistic, agnostic, henotheistic, etc. Your belief probably falls into one or more, and you could opt to hyphenate or simply identify with one it mostly fits with.
You don't really need a religion name unless you're creating a formally defined system of practice for the expression of your belief. It's suffice to say "I'm __name of belief__."