No joins or recursive CTEs needed. The standard gaps-and-island solution is to group by (value minus row_number), since that is invariant within a consecutive sequence. The start and end dates are just the MIN() and MAX() of the group.
WITH t AS (
SELECT InfoDate d,ROW_NUMBER() OVER(ORDER BY InfoDate) i
FROM @d
GROUP BY InfoDate
)
SELECT MIN(d),MAX(d)
FROM t
GROUP BY DATEDIFF(day,i,d)