Is there a more minor, chronic version of depression?

I don't know how to describe this...basically, on a semi-regular basis, I break down and have a depressive episode. Usually, I spend a few hours or an entire day (like today) in a fog, where I feel worthless, think about suicide, can't get enjoyment out of my hobbies, and stop eating. I can't pinpoint what triggers this, but this isn't like what I've learned about in psychology classes. I don't qualify for "textbook" depression, since this doesn't last very long, even though it happens on a regular basis (not frequent enough to be "most" of the time).

I went to therapy last year for anxiety and I never mentioned this because I'm quite ashamed of it. But I just spent all day completely out of it; it's like I just woke up. I'm tired of this coming along and hijacking my emotions. I know that my brain is being illogical, but it doesn't change the way it makes me feel.

Is there a name for this? Should I go back to therapy? I'm not on any medication, and I've been like this my whole life. It's gotten more pronounced since I started college. I eat clean, exercise, and don't drink or do drugs.