What are the odds of changing a theorical approach in therapy?

I've been in therapy for quite a while now but I'm not sure it's still being effective. My therapist is supported by psychoanalysis, but I've a few talks outside our sessions about cognitive behavioral therapy and it made me think it'd be a better approach for me now, but I'm unsure whether or not change my therapist. We've build a solid and kind relationship and I've noticed so many improvements in my personal life since, but maybe it's time to follow another road for my personal growth.