I don't know about the CLA, but I have an A-class (admittedly, ten years old) and a BYD Seal, and the build quality/feel of the Seal is around the same as Mercedes cars, except for half the price. I've test-driven some recent Mercedes cars, and both the BYD and the Mercedes (as you'd expect) felt premium.

I really do like BYD's approach of "everything is standard, no addons", compared to MB's nickel-and-diming you on the features, though.