The Portugal winger won the lot at Manchester United and was even named Fifa World Player of the Year.
The 24-year-old left United for Real Madrid in a world record £80million deal this summer.
“I’m still hungry and for me it’s as if I haven’t won anything,” he told AS.
“This is a different stage in my life and my career and I have the same ambition as when I started.
“I’m starting at zero and I want to win more titles at Madrid than I did at Manchester. After Manchester there are a few places better to be a great footballer.
“That’s why I’ve taken the decision to come here, where they are used to fighting to win everything.
“It’s what I’ve always liked, to play and win titles.”
“I want this title with Madrid and to win it in this stadium would be great,” he added.
“To win the Champions League in the Bernabeu would be very special and I have a great feeling that we can do it.”