_spf.sapo.pt has no CNAME records.
Question and response
Question
dig _spf.sapo.pt. NS
Answer
The response has no answer records.
Authority
sapo.pt. 1610 SOA ns.sapo.pt. root.sapo.pt. 1772640581 3600 7200 2419200 300
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0