Content view restrictions add-on includes ‘Logged in only” and redirection action for selected posts/pages in case of access error. If redirection URL field is empty, visitor is redirected to login page.

URE does not have similar option for a whole website. You need install another plugin or custom code for this purpose, like this:

// Redirect users who arent logged in...
function members_only() {
    global $pagenow;
    // Check to see if user in not logged in and not on the login page
    if( !is_user_logged_in() && $pagenow != 'wp-login.php' )
add_action( 'wp', 'members_only' ); 

Code sample was taken here.