I saw the instructor trying to fiddle with the bezier and beveling and I believe this will be useful, in parenthesis are the shortcuts for some commands.
1 - From FRONT Ortho perspective (Numpad 5 then Numpad1) - Create the Circle - (Shift A)
2 - tick the box ALIGN TO VIEW on the toolshelf
3 - click anywhere towards the LEFT side of the circle to put your 3d cursor
4 - go on TOP ORTHO (Numpad 7) place the bezier curve (Shift A)
5 - Rotate the bezier curve on X by 180 degrees ® (X) (180)
6 - select circle and bevel to the curve as instructed.
Now your bezier curve should mirror perfectly the shape on the circle
I hope it helps!!