It’s very hard-to-impossible to downgrade *iOS*, because all installations are verified against Apple’s servers and they normally only authorise the most recent one or two.
MacOS has no such limitations. Just find the old installer, make a new partition and install. The installers are readily available online. As Jaded says, installing from the recovery partition sometimes gets you a surprise OS downgrade.
(Edit to add: IIRC the installer doesn’t let you install an older version on top of a newer version on the same partition)
The hard part is untangling your old data and apps from the upgraded partition. There are too many variables and different approaches to go into what you might actually do.
I guess the starting point is knowing where you are now - is your stuff on the Catalina partition, or on a backup drive?