The Frenchman struck twice in Real's rout of the Croatians.
Benzema said: "I'm having my best moment here. We played a great game and scored may goals. Fans were happy and that's also important to us.
"I'm psychologically strong. I'm confident and I like being here. I improve daily and work hard for things to be better.
"Higuain and I are here to help. We had played together before and we did well tonight. It's important to me and to the rest of us that things go well, and we're having a god run."