How to call a PHTML file within a CMS page Magento 2?

Try below code in cms page, If you want to call phtml with in cms page.

{{block class="Magento\Bannerslider\Block\Slideshow" template="Magento_Bannerslider::bannerslider.phtml"}} 

In magento,if you want to add block class in cms page, then you can tre below code

{{block class="Magento\Bannerslider\Block\Slideshow" template="Magento_Bannerslider::bannerslider.phtml"}} 

Formula is :

{{block class="[BlockClassFullName]" template="[VendorName]_[ModuleName]::[YourTemplateFileLocation].phtml"}} 

Default block:

{{block class="Magento\Framework\View\Element\Template" template="[VendorName]_[ModuleName]::[YourTemplateFileLocation].phtml"}} 

This is equal to Magento 1.X version code

{{ block type="core/template" template="YourtemplateFileLocation.phtml"}}