Bonus: Scoring 10 goals against a single club in the Champions League
Whilst this doesn't technically count as a record Ronaldo has set whilst at Juventus, it is one he set against them.
During the 2017/18 season, Real Madrid faced off against Juventus en route to their unprecedented third consecutive Champions League title. Over the two legs, Ronaldo scored three goals including his spectacular bicycle kick which scandalously didn't win the Puskas award.
Whilst that goal will undoubtedly go down as one of the best in history, it was his third goal which was the record-breaking one. In a heated second leg, Ronaldo scored an injury-time winner that sent Madrid through to the Semi-Finals which was his 10th against Juventus, making him the first and only player, thus far, to have scored 10 goals against a single club in the Champions League.
(Luckily for Juventus he now plays for them!)