I have CUDA 6.0 and Mathematica 9.  CUDADot runs slower than Dot for large matrix multiplication.
 In[1]:= ClearAll[Evaluate[Context[] <> "*"]]
 Needs["CUDALink`"]
 CUDAQ[]
 CUDAInformation[]
 CUDAResourcesInformation[]
 n = 3*^3;
 M = RandomReal[1, {n, n}];
 AbsoluteTiming[M.M;]
 MG = CUDAMemoryLoad[M];
AbsoluteTiming[A = CUDADot[MG, MG]]
B = CUDAMemoryUnload[A];
Out[3]= True
Out[4]= {1 -> {"Name" -> "GeForce GT 650M", "Clock Rate" -> 900000, 
   "Compute Capabilities" -> 3., "GPU Overlap" -> 1, 
   "Maximum Block Dimensions" -> {1024, 1024, 64}, 
   "Maximum Grid Dimensions" -> {2147483647, 65535, 65535}, 
   "Maximum Threads Per Block" -> 1024, 
   "Maximum Shared Memory Per Block" -> 49152, 
   "Total Constant Memory" -> 65536, "Warp Size" -> 32, 
   "Maximum Pitch" -> 2147483647, 
   "Maximum Registers Per Block" -> 65536, "Texture Alignment" -> 512,
    "Multiprocessor Count" -> 2, "Core Count" -> 64, 
   "Execution Timeout" -> 1, "Integrated" -> False, 
   "Can Map Host Memory" -> True, "Compute Mode" -> "Default", 
   "Texture1D Width" -> 65536, "Texture2D Width" -> 65536, 
   "Texture2D Height" -> 65536, "Texture3D Width" -> 4096, 
   "Texture3D Height" -> 4096, "Texture3D Depth" -> 4096, 
   "Texture2D Array Width" -> 16384, 
   "Texture2D Array Height" -> 16384, 
   "Texture2D Array Slices" -> 2048, "Surface Alignment" -> 512, 
   "Concurrent Kernels" -> True, "ECC Enabled" -> False, 
   "TCC Enabled" -> False, "Total Memory" -> 1073414144}}
Out[5]= {{"Name" -> "CUDAResources", "Version" -> "9.0.0.0", 
  "BuildNumber" -> "", "Qualifier" -> "OSX", 
  "MathematicaVersion" -> "9.0.0+", "SystemID" -> {"MacOSX-x86-64"}, 
  "Description" -> "{ToolkitVersion -> 5.0, MinimumDriver -> 270.0}", 
  "Category" -> "", "Creator" -> "", "Publisher" -> "", 
  "Support" -> "", "Internal" -> False, 
  "Location" -> 
   "/Users/Brett/Library/Mathematica/Paclets/Repository/CUDAResources-\
OSX-9.0.0.0", "Context" -> {}, "Enabled" -> True, "Loading" -> Manual,
   "Hash" -> "fa491b5d7dd0144b2608a1daf4530222"}}
Out[8]= {1.819966, Null}
Out[10]= {3.032584, CUDAMemory["<477942836>", "Double"]}