Apex domains cannot have CNAME records.
Question and response
Question
dig umbrella.com. NS
Answer
umbrella.com. 5 NS auth2.opendns.com.
umbrella.com. 5 NS auth1.opendns.com.
umbrella.com. 5 NS auth3.opendns.com.
Authority
The response has no authority records.
Additional
auth1.opendns.com. 5 A 208.69.39.2
auth2.opendns.com. 5 A 146.112.60.53
auth3.opendns.com. 5 A 208.69.39.2
auth1.opendns.com. 5 AAAA 2620:119:30:0:0:0:0:53
auth2.opendns.com. 5 AAAA 2a04:e4c0:53:0:0:0:0:53
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0