As a penalty executor, Cristiano Ronaldo had an amazing record with Real Madrid. During his 3 years on the team, he has done 27 penalties in 90 minutes of the games. He failed once on his first season wearing the White shirt, against Almeria back in Decemeber 2009.
However, Ronaldo had a bit of history in Champions League penalty kick. On season 2007/08 when he was still with Manchester United, he failed to execute twice.
The first time was at Camp Nou, at Champions League final. ManUtd rewarded with a penalty after Gabriel Milito caught on a handsball early of the game. At that time, ManUtd still won the Trophy since the match ended with 0-0, while The Red Devils won the first leg of 1-0.
Second time was against Chelsea, also in the Champions League final, where he failed to take the penalty in the extra round. The situation was similar when he failed against Bayern Munich yesterday. But while on his 2 Champions League penalties failure he still managed to win the game in the end, but not this time. With Real Madrid, it had stopped him from getting to the final round, followed by his other colleagues failed penalty kick, Kaka and Sergio Ramos.