CBT and Me

For the past three weeks, I have been attending a CBT (Cognitive Behavioural Therapy) session each Tuesday in Spalding. It's supposed to help people who suffer with anxiety and depression to control their thoughts and behaviour, the thinking being that this will in turn control periods of depression and anxiety. I decided to approach the sessions with an open mind having heard both good and bad things from others who have had the therapy.
I've had three sessions so far and I'm still not really convinced that it's helping. A lot of it is about analysing thoughts, feelings and emotions. I am required to do some homework which consists of keeping a detailed diary of my activities and how I feel at the time together with my thoughts. Any 'spikes' where my anxiety levels are high or if I have a bout of depression, these are analysed and picked apart to understand why they happened and how they can be prevented from reoccurring.
I don't really see CBT as a cure. It won't stop me from worrying or from getting depressed. It will help me to identify the cycle that leads to my anxiety and depression. I do know that CBT certainly isn't for everyone. I spend time with people for whom CBT wasn't helpful and they stopped attending after a couple of sessions. I suppose I'm rather hopeful that something will be found that leads me to understand why I suffered a breakdown and why since then I have begun to suffer with anxiety and depression.
A lot of the analysis so far points towards me feeling an acute sense of failure and guilt. I don't provide and rely on my wife for pretty much everything.This fills me with a daily sense of worthlessness and no amount of CBT is really going to reduce this. The situation is the same and there is no magic wand to make everything right again.
I can't really say if the sessions have benefited me so far. I do have a greater understanding of the 'worry cycle' and why I get anxious about the same things over and over, such as the bank and debt. I can't though ever see a situation where I could simply dismiss a problem such as that.
I have a two week break from the sessions as the therapist is on holiday in Mexico. Maybe in a few weeks I'll be in a better position to judge its benefits.