Notice that in Course Up mode the outer bearing ring has shifted so the ship's course of 330° is at the top.
Course Up mode can only be displayed if the radar is receiving your ship's course or heading data from another device.
Not only will the bearing ring shift when you change course, so will a target's echo trail. Target echo trails will arc as your own ship turns and then settle down on a new relative motion line when your ship has steadied on the new course.
Some models of radar will shift the heading marker when a course change is made. If so, Course Up mode must then be reset to bring the heading marker back to pointing up.