Managing up my performance review with my new manager?

Yes, you should absolutely share the context with them.

• Ideally, you have some sort of "brag document" or collection of achievements and projects written down. I'd share this with your new manager and also offer to go over it with them in a meeting.
• How long ago did the manager change happen? If it wasn't too long ago, you could also propose a 1:1:1 with your new + old manager, so all 3 of you are aligned on any earlier feedback you've received, and how you're trending.
• Just to make sure your new manager is aware of the importance of catching, you could bring this up in the form of a question to your new manager: "I know there's a ton of context for you to pick up and the team is pretty large -- how do you feel in terms of understanding the various projects on the team and the context? Could I help in any way?"

I like this phrasing since it starts by focusing on the relationship between the manager and the team, rather than just your performance. This is also an opportunity for you, as a senior engineer, to provide insight and context on projects that you're not directly involved in. That's a good trust-building opportunity and a nice way to expand your own influence.