When your Critical Power changes, you can get a notification on your phone. This must be enabled in your notifications within the Stryd app on your phone:
The notifications work only when the automatically calculated Critical Power goes up after a hard run that forced a readjustment of your CP.
You will not get notified if:
You did not enable notification within the Stryd app on your phone
CP went up by one or two watts only
CP went up because an old run is no longer considered (as opposed to doing a run that forced the CP increase).