Apex domains cannot have CNAME records.
Question and response
Question
dig spf.sophosdmarc.net. NS
Answer
spf.sophosdmarc.net. 5 NS lauryn.ns.cloudflare.com.
spf.sophosdmarc.net. 5 NS lloyd.ns.cloudflare.com.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0