I think it depends on the root cause of the depression. No matter what the cause triggers happen to all of us. So it is good to be aware of triggers and try to apply CBT to it.

Lets say the depression is totally genetic and biological. Then digging up your past may not be so useful. Triggers still happen but it would be more useful to work on the present situations. Relationships are the toughest and most triggering I think.

Lets say the depression comes from past abuse or trauma or parenting issues when growing up or environmental/situational factors. Then digging into the past and healing would be worth pursuing in therapy.

Either way if we are predisposed to go into them. triggers can definitely trigger it. Being aware of them and processing them differently makes a huge difference. Takes a lot of practice though. You are kinda rewiring your brain...for reals. The more biologically ingrained the harder that is.