While Cap Ferrat's villas are, for the most part, sequestered in the depths of tropical gardens, you can nonetheless walk its entire coastline promenade if you strike out from the port. From the restaurant Capitaine Cook, cut right up Avenue des Fossés, turn right on Avenue Vignon, and follow Chemin de la Carrière. The 11-km (7-mile) walk passes through lush flora and, on the west side, follows white cliffs buffeted by waves.
When you've traced the full outline of the peninsula, veer up Chemin du Roy past the fabulous gardens of the Villa des Cèdres, owned by King Leopold II of Belgium at the turn of the last century. Indeed, the king owned several opulent estates along the French Riviera, undoubtedly paid for by his enslavement of the Belgian Congo. Past the gardens, you can access the Plage de Passable, from which you cut back across the peninsula's wrist.
A shorter 4-km (2.5-mile) loop takes you from town, around the peninsula out to the Pointe de St-Hospice. Other than the occasional yacht, all traces of civilization disappear, and the water is a dizzying blue. From the port, climb Avenue Jean Mermoz to Plage de Paloma (a celebrity hotspot offering the region's best swimming), and then follow the pedestrian path closest to the waterfront. Around halfway, take the path up toward Chapelle Sainte Hospice, an 11th-century chapel with an imposing bronze statue of The Virgin. Head back down to the coastal path to trek around a wooded area, toward Plage des Fossettes, and back into town. You'll stumble on reasonably priced cafés, pizzerias, and ice-cream parlors along the port promenade. A supermarket and public toilets are handily located there, too.
The Promenade Maurice Rouvier, which runs along the eastern edge of the peninsula, is a lovely paved walk and will take you all the way to Beaulieu-sur-mer in 25 minutes.