*This may be showing my 'ignorance', but can you just add the two (the index + the FX change)? So for example:*

1 year S&P: 26.5 + -14.5 = 12% ?

As leslie points out, it's not that simple. It would only work if exchange rate was a constant with time. For multi-year returns, you should go back and at least multiply annual RoR by average Exchange rate for that year, and then re-calculate the multi-year return. This would still only be a first approximation. With "Total Return" including value of distributions such as Dividends, you've essentially got something like a compounded rate of return. What was the value of the CDN dollar when each one of those distributions was made?

If someone can calculate the RoR of the EAFE in US dollars, why can't it be done in CDN $? (Probably because it is tracked daily in US$ ?) It might be easier to find someone who tracks the performance of the S&P/TSX in US dollars for comparison.

Leslie's example of doing a conversion at each end of the year, and calculating corresponding RoR in CDN$, might give you a more accurate year-to-year picture than trying to correct for an "average" FX for a given year would be. But the math is a bit beyond me at this stage of my life.