R has one positive eigenvalue and one negative eigenvalue. Therefore, it is not hermitian negative semidefinite, as is required for obj to be (real) concave.
I.e., your problem is not convex. I have no idea whether you made a mistake in implementing your intended (convex) optimization problem; or your CVX formulation is the problem you really want to solve, in which case it is non-convex, and you need to use a different tool, such as YALMIP.