The conversation between Cavuto and Romney begins with a discussion about Mitt's bleak chances at winning either of the two primary contests on Tuesday. Mitt states that "John McCain didn't win Alabama and Mississippi" either.
As Anton Ego from Disney's "Ratatouille" might say about Mitt's comment comparing himself to McCain: This provides "a little perspective."
Note how Romney doesn't correct Cavuto when Cavuto calls him basically a fake conservative.