You don't need to go back and don't even think about going back in this situation, first inform your embassy in canada so that they can issue you a new passport off course for that you need to fulfill all the documentation requirements when they issue you a new one then contact CHC and inform them about your circumstances and give them a valid reason like the cause of how you lost your passport.
I sure hope so that you have photocopies of your lost passport, otherwise you are in a real mess.