There was never any chance in hell that we would win the naval war.
For starters, we were up against a coalition including Britain, Brazil, the United States, and Japan. Their only land warfare commitments were against colonies, while we had to defend our own mainland territories as well as build a fleet at the same time. There was no way in hell that we could ever match the Allied ship output, their naval quality, or their designs while we were still embroiled in a land war against Brandenburg, Poland, and Occitania. If you recall, I said as much to you during the war - I'm not projecting my annoyance at the betrayal onto this, I told you this when it was happening. The odds were not in our favour, given that I'm fairly sure that we had a inferiority in ship numbers and even if we didn't we would have next turn anyway, because the Allies could do nothing but build ships and still be militarily secure. A naval war was, barring luck, unwinnable.
What we could have done, however, was force Berlin and Occitania into a peace, offer the US and Japan basically everything they took (which was basically everything they wanted anyway, how much are they going to take?) to drop out, and then, with our terrestrial borders secure, begin building ships and take out the British.
Could we have kept all our colonies? Probably not, because we were never going to be able to secure the seas. Could we have kept most of them and gained the British and the Brazilian ones, split Brandenburg in half, retained Nordhannover, annex Poland and neuter Occitania? Yes.
But the rest of the Continentals had this pipe-dream of winning the war at sea against four of the largest navies on the planet, thought you could win a war by not advancing ever, and were more scared of their own allies than they were of their enemies (and rightfully so, given you could sell out Denmark and Spain, though it could have been avoided), and the rest is history.
Incidentally, the Franco-Burgundian fear of Russia was probably your greatest undoing in the long term. Me and Germany harped on it like crazy - believe it or not, Spain cutting off its alliance with the FBC over the Russian alliance was a calculated plan by TLK and Nuka to get you to end your relations with Russia, and it worked. Russia was your natural ally, and your fear of it meant that you ended up getting balkanised.