Gareth Bale and Javier Hernandez also added two goals each for Madrid.
Ronaldo's three goals gave the Ballon d'Or winner eight in as many matches across all competitions this season.
Ronaldo scored his first two goals on either side of James Rodriguez's superb long strike to decide the match at Riazor Stadium before halftime.
Haris Medunjanin and Jose "Toche" Verdu also scored for the hosts in the second half.
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