Returns a table with a single column named “Date” that contains a contiguous set of dates. The range of dates is calculated automatically based on data in the model.
Tutorial with example
Create a calendar with DAX in Power BI. Generate/ Create calendars in DAX using CALENDAR() and/or CALENDARAUTO().
And a bonus item, a blog post on how to create all kinds of calendars:
Download example file:
Link to Power BI file: here.